Nonlinear time series models in empirical finance / (Record no. 1153937)

MARC details
000 -LEADER
fixed length control field	02981cam a22004574i 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field	20211103134948.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	001211s2000 enka b 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number	99088504
011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE]
Local cataloguing issues note	BIB MATCHES WORLDCAT
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	0521770416
Qualifying information	hbk
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9780521770415
Qualifying information	hbk
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	0521779650
Qualifying information	pbk
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9780521779654
Qualifying information	pbk
035 ## - SYSTEM CONTROL NUMBER
System control number	(ATU)b10933360
035 ## - SYSTEM CONTROL NUMBER
System control number	(DLC) 99088504
035 ## - SYSTEM CONTROL NUMBER
System control number	(OCoLC)42980231
040 ## - CATALOGING SOURCE
Original cataloging agency	DLC
Language of cataloging	eng
Description conventions	rda
Modifying agency	ATU
042 ## - AUTHENTICATION CODE
Authentication code	pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number	HG106
Item number	.F73 2000
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	332.015118
Edition number	21
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name	Franses, Philip Hans,
Dates associated with a name	1963-
Relator term	author.
9 (RLIN)	396623
245 10 - TITLE STATEMENT
Title	Nonlinear time series models in empirical finance /
Statement of responsibility, etc.	Philip Hans Franses, Dick van Dijk.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture	Cambridge, UK ;
--	New York :
Name of producer, publisher, distributor, manufacturer	Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice	2000.
300 ## - PHYSICAL DESCRIPTION
Extent	xvi, 280 pages :
Other physical details	illustrations ;
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	n
Source	rdamedia
338 ## - CARRIER TYPE
Carrier type term	volume
Carrier type code	nc
Source	rdacarrier
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note	Includes bibliographical references (pages 254-271) and index.
505 00 - FORMATTED CONTENTS NOTE
Miscellaneous information	1.
Title	Introduction --
Miscellaneous information	2.
Title	Some concepts in Time Series analysis --
Miscellaneous information	3.
Title	Regime-switching models for returns --
Miscellaneous information	4.
Title	Regime-Switching models for Volatility --
Miscellaneous information	5.
Title	Artificial neural networks for returns --
Miscellaneous information	6.
Title	Conclusion.
520 ## - SUMMARY, ETC.
Summary, etc.	"Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of non-linear time series models appropriate for modeling and forecasting economic time series models makes choosing the best model for a particular application daunting. This classroom-tested advanced undergraduate and graduate textbook - the most up to-date and accessible guide available - provides a rigorous treatment of recently developed non-linear models, including regime-switching and artificial neural networks. The focus is on the potential applicability for describing and forecasting financial asset returns and their associated volatility. The models are analysed in detail and are not treated as 'black boxes'. Illustrated using a wide range of financial data, drawn from sources including the financial markets of Tokyo, London and Frankfurt."--Publisher description.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note	Machine converted from AACR2 source record.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element	Finance
General subdivision	Mathematical models.
9 (RLIN)	370807
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element	Time-series analysis
9 (RLIN)	325098
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Dijk, Dick van,
Relator term	author.
9 (RLIN)	263464
856 41 - ELECTRONIC LOCATION AND ACCESS
Materials specified	Sample text
Uniform Resource Identifier	<a href="http://www.loc.gov/catdir/samples/cam032/99088504.html">http://www.loc.gov/catdir/samples/cam032/99088504.html</a>
907 ## - LOCAL DATA ELEMENT G, LDG (RLIN)
a	.b10933360
b	10-06-19
c	27-10-15
998 ## - LOCAL CONTROL INFORMATION (RLIN)
--	(3)b
--	(3)c
Operator's initials, OID (RLIN)	20-03-18
Cataloger's initials, CIN (RLIN)	m
First date, FD (RLIN)	a
--	eng
--	enk
--	0
945 ## - LOCAL PROCESSING INFORMATION (OCLC)
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945 ## - LOCAL PROCESSING INFORMATION (OCLC)
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942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type	Book

Holdings
Withdrawn status	Lost status	Damaged status	Not for loan	Home library	Current library	Shelving location	Date acquired	Cost, normal purchase price	Inventory number	Total Checkouts	Total Renewals	Full call number	Barcode	Date last seen	Copy number	Cost, replacement price	Price effective from	Koha item type
				City Campus	City Campus	City Campus Main Collection	29/10/2015	48.58	i12160386	5		332.015118 FRA	A263426B	29/10/2015	1	48.58	31/10/2021	Book
				City Campus	City Campus	City Campus Main Collection	29/10/2015	56.86	i12302946	2		332.015118 FRA	A397004B	29/10/2015	1	56.86	31/10/2021	Book