Analysis of financial time series / (Record no. 40540)

MARC details
000 -LEADER
fixed length control field 01729nam a22002537a 4500
003 - CONTROL NUMBER IDENTIFIER
control field CUTN
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20231129171355.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 231129b |||||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9788126548934
041 ## - LANGUAGE CODE
Language English
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Edition number 23
Classification number 332.0151955
Item number TSA
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Tsay, Ruey S.
240 ## - UNIFORM TITLE
Uniform title <a href="Analysis of financial time series">Analysis of financial time series</a>
245 ## - TITLE STATEMENT
Title Analysis of financial time series /
Statement of responsibility, etc Ruey S Tsay.
250 ## - EDITION STATEMENT
Edition statement 3rd ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc New Delhi :
Name of publisher, distributor, etc John Wiley & Sons Inc,
Date of publication, distribution, etc 2018.
300 ## - PHYSICAL DESCRIPTION
Extent xv, p77. :
Other physical details ill. ;
Dimensions 23 cm.
520 ## - SUMMARY, ETC.
Summary, etc This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.<br/><br/>The author begins with basic characteristics of financial time series data before covering three main topics:<br/><br/>Analysis and application of univariate financial time series<br/>The return series of multiple assets<br/>Bayesian inference in finance methods<br/>Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets.<br/><br/>The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element financial time series
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element econometric methods
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element statistical tools
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element S-Plus
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Text Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Location Shelving location Date of Cataloging Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Non-fiction CUTN Central Library CUTN Central Library Social Sciences 29/11/2023   332.0151955 TSA 47733 29/11/2023 29/11/2023 Text Books

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