MARC details
| 000 -LEADER |
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| fixed length control field |
03162nam a2200409Ia 4500 |
| 001 - ACCESSION NUMBER |
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| control field |
RUT0YE10171PDF |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
FlBoTFG |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20230623114557.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION |
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m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr|||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
090501s2009 enka sb 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780203892879 (ebook : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780367237899 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
FlBoTFG |
| Transcribing agency |
FlBoTFG |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.015 |
| Item number |
WAN |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (OCLC) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG106 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) |
.W36 2009 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Wang, Peijie, |
| Dates associated with a name |
1965- |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Financial econometrics |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc |
Peijie Wang. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
London : |
| Name of publisher, distributor, etc |
Routledge, |
| Date of publication, distribution, etc |
2009. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (xv, 320 p.) : |
| Other physical details |
ill. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Routledge advanced texts in economics and finance. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
1. Stochastic Processes and Financial Data Generating Processes 2. Commonly Applied Statistical Distributions and their Relevance 3. Overview of Estimation Methods 4. Unit Roots, Cointegration and other Comovements in Time Series 5. Time-Varying Volatility Models: GARCH and Stochastic Volatility 6. Shock Persistence and Impulse Response Analysis 7. Modelling Regime Shifts: Markov Switching Models 8. Present Value Models and Tests for Rationality and Market Efficiency 9. State Space Models and the Kalman Filter 10. Frequency Domain Analysis of Time Series 11. Limited Dependent Variables and Discrete Choice Models 12. Limited Dependent Variables and Truncated and Censored Samples 13. Panel Data Analysis 14. Research Tools and Sources of Information |
| 506 ## - RESTRICTIONS ON ACCESS NOTE |
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| Terms governing access |
Online version restricted to NUS staff and students only through NUSNET. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes:<br/><br/>- unit roots, cointegration and other developments in the study of time series models<br/><br/>- time varying volatility models of the GARCH type and the stochastic volatility approach<br/><br/>- analysis of shock persistence and impulse responses<br/><br/>- Markov switching and Kalman filtering<br/><br/>- spectral analysis<br/><br/>- present value relations and rationality<br/><br/>- discrete choice models<br/><br/>- analysis of truncated and censored samples<br/><br/>- panel data analysis.<br/><br/>This updated edition includes new chapters which cover limited dependent variables and panel data. It continues to be an essential guide for all graduate and advanced undergraduate students of econometrics and finance. |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE |
|---|
| Additional physical form available note |
Also available in print edition. |
| 538 ## - SYSTEM DETAILS NOTE |
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| System details note |
Mode of access: World Wide Web. |
| 538 ## - SYSTEM DETAILS NOTE |
|---|
| System details note |
System requirements: Internet connectivity; World Wide Web browser. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Time-series analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic processes. |
| 776 1# - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| International Standard Book Number |
9780415426701. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Routledge advanced texts in economics and finance. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
General Books |
| 956 40 - LOCAL ELECTRONIC LOCATION AND ACCESS (OCLC) |
|---|
| Uniform Resource Identifier |
<a href="http://libproxy1.nus.edu.sg/login?url=http://www.tandfebooks.com/isbn/0203892879">http://libproxy1.nus.edu.sg/login?url=http://www.tandfebooks.com/isbn/0203892879</a> |
