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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- 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.