On the Internet, I found a list of literature that will help you come to Econometrics with 0.
1) “Theory of statistics”, Gromyko G.-statistical base;
2) “Probability theory and mathematical statistics” (block mathematical statistics), L. N. Fadeeva, A.V. Lebedev-statistical base;
3) “Introduction to Econometrics”, K. Dougherty;
4) “Econometrica”, J. R. Magnus, P. K. Katyshev, A. A. Peresetsky;
5) Research articles are usually in English.
If someone has studied this topic thoroughly, suggest what you can correct or your list of references. I think to master this topic in a year of study.
fresto
I’m just starting to read these books. On smartlab, a person who gives lectures on econometrics in trading advised this list of references in the discussion. Here I decided to find out, maybe someone read something and can advise
mvs
Have you read these seven authors yet? Did it help? If so, please share the information you received.
igoreremenko
the way to arbitrage is through finding divergences/forks, not a list of books