MARC ayrıntıları
| 000 -LEADER |
|---|
| fixed length control field |
01582nam a2200301 i 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
111024t20122012gw a b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783642219252 |
| Qualifying information |
(electronic bk.) |
|
|---|
| International Standard Book Number |
364221925X |
| Qualifying information |
(electronic bk.) |
|
|---|
| Cancelled/invalid ISBN |
9783642219245 |
|
|---|
| Cancelled/invalid ISBN |
3642219241 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
GW5XE |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
GW5XE |
| Modifying agency |
E7B |
| -- |
YDXCP |
| -- |
OSU |
| 049 ## - LOCAL HOLDINGS (OCLC) |
|---|
| Holding library |
BAUN_MERKEZ |
| 050 04 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| Item number |
.H38 2012 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hautsch, Nikolaus. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Econometrics of financial high-frequency data / |
| Statement of responsibility, etc |
Nikolaus Hautsch. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Heidelberg ; |
| -- |
New York : |
| Name of producer, publisher, distributor, manufacturer |
Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2012] |
|
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2012 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiii, 371 pages : |
| Other physical details |
illustrations (some color) ; |
| Dimensions |
26 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 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Title |
1 Introduction -- |
| -- |
2 Microstructure Foundations -- |
| -- |
3 Empirical Properties of High-Frequency Data -- |
| -- |
4 Financial Point Processes -- |
| -- |
5 Univariate Multiplicative Error Models -- |
| -- |
6 Generalized Multiplicative Error Models -- |
| -- |
7 Vector Multiplicative Error Models -- |
| -- |
8 Modelling High-Frequency Volatility -- |
| -- |
9 Estimating Market Liquidity -- |
| -- |
10 Semiparametric Dynamic Proportional Hazard Models -- |
| -- |
11 Univariate Dynamic Intensity Models -- |
| -- |
12 Multivariate Dynamic Intensity Models -- |
| -- |
13 Autoregressive Discrete Processes and Quote Dynamics -- |
| -- |
Appendix: Important Distributions for Positive-Value Data -- |
| -- |
Index. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Econometric models. |
| 900 ## - EQUIVALENCE OR CROSS-REFERENCE-PERSONAL NAME [LOCAL, CANADA] |
|---|
| Personal Name |
35530 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Kitap |
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