MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03094cam a22004454i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20221101192001.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
020527s2002 nyua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2001026955 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0471411175 |
| Qualifying information |
cloth (alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780471411178 |
| Qualifying information |
cloth (alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(DLC) 2001026955 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)47181966 |
| 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 |
HA30.3 |
| Item number |
.C47 2002 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.015195 |
| Edition number |
21 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Chan, Ngai Hang, |
| Relator term |
author. |
| 9 (RLIN) |
1051063 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Time series : |
| Remainder of title |
applications to finance / |
| Statement of responsibility, etc. |
Ngai Hang Chan. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York : |
| Name of producer, publisher, distributor, manufacturer |
Wiley-Interscience, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2002] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2002 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiii, 203 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 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 |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Wiley series in probability and statistics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 195-199) and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
1. |
| Title |
Introduction -- |
| Miscellaneous information |
2. |
| Title |
Probability Models -- |
| Miscellaneous information |
3. |
| Title |
Autoregressive Moving Average Models -- |
| Miscellaneous information |
4. |
| Title |
Estimation in the Time Domain -- |
| Miscellaneous information |
5. |
| Title |
Examples in SPLUS -- |
| Miscellaneous information |
6. |
| Title |
Forecasting -- |
| Miscellaneous information |
7. |
| Title |
Spectral Analysis -- |
| Miscellaneous information |
8. |
| Title |
Nonstationarity -- |
| Miscellaneous information |
9. |
| Title |
Heteroskedasticity -- |
| Miscellaneous information |
10. |
| Title |
Multivariate Time Series -- |
| Miscellaneous information |
11. |
| Title |
State Space Models -- |
| Miscellaneous information |
12. |
| Title |
Multivariate GARCH -- |
| Miscellaneous information |
13. |
| Title |
Cointegrations and Common Trends. |
| 520 1# - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Time Series is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds." "The book offers succinct coverage of standard topics in statistical time series - such as forecasting and spectral analysis - in a manner that is both technical and conceptual. Recent developments in nonstandard time series techniques are discussed and illustrated in detail with real financial examples. These techniques include nonstationarity, heteroskedasticity; multivariate time series; state space modeling and stochastic volatility; multivariate GARCH; and cointegrations and common trends." "All examples are systematically illustrated with S-Plus and highlight the relevance of time series in financial applications. Detailed analyses and explanations for the S-Plus commands, as well as challenging end-of-chapter exercises, are also provided."--BOOK JACKET. |
| 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 |
Time-series analysis |
| 9 (RLIN) |
325098 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| 9 (RLIN) |
345416 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Risk management. |
| 9 (RLIN) |
323444 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Wiley series in probability and statistics. |
| 9 (RLIN) |
241467 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/bios/wiley043/2001026955.html">http://www.loc.gov/catdir/bios/wiley043/2001026955.html</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
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| a |
.b10933372 |
| b |
10-06-19 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| a |
332.015195 CHA |
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1 |
| i |
A263242B |
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0 |
| l |
cmain |
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$130.86 |
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0 |
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5 |
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0 |
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0 |
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.i12154052 |
| z |
29-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| -- |
(3)b |
| -- |
(3)c |
| Operator's initials, OID (RLIN) |
23-03-18 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
nyu |
| -- |
0 |
