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