Balıkesir Üniversitesi
Kütüphane ve Dokümantasyon Daire Başkanlığı

Financial econometrics : (Kayıt no. 27607)

MARC ayrıntıları
000 -LEADER
fixed length control field 03477nam a2200373 i 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 010608s2001 njua b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2001036264
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0691088721
International Standard Book Number 9780691088723
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Transcribing agency DLC
Modifying agency C#P
-- UKM
-- LVB
-- BAKER
-- NLGGC
-- BTCTA
-- YDXCP
-- OCLCG
-- CPE
-- IG#
-- SNK
-- EXW
-- OCLCQ
-- TULIB
-- BDX
-- OCLCF
-- OCLCO
-- BEDGE
-- BAUN
Description conventions rda
049 ## - LOCAL HOLDINGS (OCLC)
Holding library BAUN_MERKEZ
050 04 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB139
Item number .G685 2001
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Gourieroux, Christian,
Dates associated with a name 1949-
245 10 - TITLE STATEMENT
Title Financial econometrics :
Remainder of title problems, models, and methods /
Statement of responsibility, etc Christian Gourieroux, Joann Jasiak.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Princeton, N.J. :
Name of producer, publisher, distributor, manufacturer Princeton University Press,
Date of production, publication, distribution, manufacture, or copyright notice [2001]
Date of production, publication, distribution, manufacture, or copyright notice ©2001
300 ## - PHYSICAL DESCRIPTION
Extent xi, 513 pages :
Other physical details illustrations ;
Dimensions 25 cm.
336 ## - CONTENT TYPE
Content Type Term text
Content Type Code txt
Source rdacontent
337 ## - MEDIA TYPE
Media Type Term unmediated
Media Type Code unmediated
Source rdamedia
338 ## - CARRIER TYPE
Carrier Type Term volume
Carrier Type Code volume
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Princeton series in finance
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (pages 451-476) and index.
505 00 - FORMATTED CONTENTS NOTE
Title -- Univariate Linear Models: The AR(1) Process and Its Extensions
-- -- Multivariate Linear Models: VARMA Representation
-- -- Simultaneity, Recursivity, and Causality Analysis
-- -- Persistence and Cointegration
-- -- Conditional Heteroscedasticity: Nonlinear Autoregressive Models, ARCH Models, Stochastic Volatility Models
-- -- Expectation and Present Value Models
-- -- Intertemporal Behavior and the Method of Moments
-- -- Dynamic Factor Models
-- -- Dynamic Qualitative Processes
-- -- Diffusion Models
-- -- Estimation of Diffusion Models
-- -- Econometrics of Derivatives
-- -- Dynamic Models for High-Frequency Data
-- -- Market Indexes
-- -- Management of Extreme Risks.
520 1# - SUMMARY, ETC.
Summary, etc "Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills." "For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date - essential in today's rapidly evolving financial environment - Gourieroux and Jasiak focus on methods related to current research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors."--Jacket.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics.
Topical term or geographic name as entry element Finance
General subdivision Statistical methods.
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Jasiak, Joann,
Dates associated with a name 1963-
710 2# - ADDED ENTRY--CORPORATE NAME
9 (RLIN) 111697
Corporate name or jurisdiction name as entry element Princeton University Press.
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
9 (RLIN) 108653
Uniform title Princeton series in finance.
900 ## - EQUIVALENCE OR CROSS-REFERENCE-PERSONAL NAME [LOCAL, CANADA]
Personal Name 30815
Numeration satın
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Kitap
Mevcut
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Current library Shelving location Date acquired Cost, normal purchase price Full call number Barcode Date last seen Price effective from Koha item type
        Non-fiction Mehmet Akif Ersoy Merkez Kütüphanesi Mehmet Akif Ersoy Merkez Kütüphanesi Genel Koleksiyon 02/06/2011 132.98 HB139 .G685 2001 030815 22/12/2015 11/01/2015 Kitap
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