I am a Pure Maths PhD. As I would like to break into quantitative researcher jobs after graduation, I need to pick up statistics, programming and quantitative finance finance.
I have been reading time series analysis by Hamilton and Box Jenkins et al. Also, statistics and Data Analysis for Financial Engineering by Ruppert and Matterson.
I think I need to improve on my statistics background. So may I know what statistics books should I use that have applications in finance?