本节书摘来异步社区《量化金融R语言高级教程》一书中的第1章，第1.4节，作者： 【匈牙利】Edina Berlinger（艾迪娜•伯林格） , 等 译者： 高蓉 责编： 胡俊英，更多章节内容可以访问云栖社区“异步社区”公众号查看。
1.4 参考文献
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- Pfaff, Bernard (2008). Analysis of Integrated and Cointegrated Time Series with R, Springer
- Pfaff, Bernhard (2008). VAR, SVAR and SVEC Models: ImplementationWithin R Package vars. Journal of Statistical Software, 27(4).
- Phillips, P. C., & Ouliaris, S. (1990). Asymptotic properties of residual based tests for cointegration. Econometrica: Journal of the Econometric Society, 165—193.
- Pole, Andrew (2007). Statistical Arbitrage. Wiley.
- Rachev, Svetlozar T., Hsu, John S.J., Bagasheva, Biliana S. and Fabozzi, Frank J. (2008). Bayesian Methods in Finance. John Wiley & Sons.
- Sims, Christopher A. (1980). Macroeconomics and reality. Econometrica:Journal of the Econometric Society, 1—48.
- Tsay, Ruey S. (2010). Analysis of Financial Time Series, 3rd edition, Wiley.
