Modelling financial time series (Record no. 22556)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 00918nam a2200169 454500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160319b2008. xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9789812770844 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01 TAY |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Taylor, Stephen J., |
| 245 ## - TITLE STATEMENT | |
| Title | Modelling financial time series |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. . |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Singapore: |
| Name of publisher, distributor, etc | World Scientific, |
| Date of publication, distribution, etc | 2008. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxvi, 268 p.: |
| Other physical details | ill.; |
| Dimensions | 24 cm. . |
| 500 ## - GENERAL NOTE | |
| General note | This book contains several models for the prices of financial assets. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts--BOOK JACKET |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://catdir.loc.gov/catdir/toc/ecip083/2007043574.html">http://catdir.loc.gov/catdir/toc/ecip083/2007043574.html</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IIT Gandhinagar | IIT Gandhinagar | 15/12/2009 | Himanshu Book Co. | 4077.90 | 332.01 TAY | 002619 | 02/02/2016 | Books |
