Financial econometrics : (Record no. 61862)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03412mam a22003974a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 3163470 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | BD-DhUL |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160508145246.0 |
| 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 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocm47141006 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (NNC)3163470 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| Modifying agency | C#P |
| -- | OrLoB-B |
| -- | BD-DhUL |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB139 |
| Item number | .G685 2001 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Edition number | 21 |
| Item number | GOF |
| 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. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Princeton, N.J. : |
| Name of publisher, distributor, etc. | Princeton University Press, |
| Date of publication, distribution, etc. | c2001. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xi, 513 p. : |
| Other physical details | ill. ; |
| Dimensions | 25 cm. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Princeton series in finance |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (p. 451-476) and index. |
| 505 00 - FORMATTED CONTENTS NOTE | |
| Miscellaneous information | 1. |
| Title | Introduction -- |
| Miscellaneous information | 2. |
| Title | Univariate Linear Models: The AR(1) Process and Its Extensions -- |
| Miscellaneous information | 3. |
| Title | Multivariate Linear Models: VARMA Representation -- |
| Miscellaneous information | 4. |
| Title | Simultaneity, Recursivity, and Causality Analysis -- |
| Miscellaneous information | 5. |
| Title | Persistence and Cointegration -- |
| Miscellaneous information | 6. |
| Title | Conditional Heteroscedasticity: Nonlinear Autoregressive Models, ARCH Models, Stochastic Volatility Models -- |
| Miscellaneous information | 7. |
| Title | Expectation and Present Value Models -- |
| Miscellaneous information | 8. |
| Title | Intertemporal Behavior and the Method of Moments -- |
| Miscellaneous information | 9. |
| Title | Dynamic Factor Models -- |
| Miscellaneous information | 10. |
| Title | Dynamic Qualitative Processes -- |
| Miscellaneous information | 11. |
| Title | Diffusion Models -- |
| Miscellaneous information | 12. |
| Title | Estimation of Diffusion Models -- |
| Miscellaneous information | 13. |
| Title | Econometrics of Derivatives -- |
| Miscellaneous information | 14. |
| Title | Dynamic Models for High-Frequency Data -- |
| Miscellaneous information | 15. |
| Title | Market Indexes -- |
| Miscellaneous information | 16. |
| Title | 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.". |
| 520 8# - SUMMARY, ETC. | |
| Summary, etc. | "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. |
| 520 8# - SUMMARY, ETC. | |
| Summary, etc. | 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. |
| 520 8# - SUMMARY, ETC. | |
| Summary, etc. | Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors."--BOOK JACKET. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Statistical methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| 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- |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Princeton series in finance. |
| 900 ## - EQUIVALENCE OR CROSS-REFERENCE-PERSONAL NAME [LOCAL, CANADA] | |
| Numeration | TOC |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books |
| Price effective from | Date last seen | Permanent Location | Not for loan | Date acquired | Source of classification or shelving scheme | Koha item type | Lost status | Withdrawn status | Source of acquisition | Collection code | Damaged status | Shelving location | Barcode | Current Location | Full call number |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016-05-08 | 2016-05-08 | Dhaka University Library | 2005-08-22 | Books | Purchased | Non Fiction | General Stacks | 413039 | Dhaka University Library | 330.015195 GOF |