MARC details
| 000 -LEADER |
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| fixed length control field |
03685cam a22004694i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20211129162016.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
011112s2002 nyua bs 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2001026944 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
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| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0471415448 |
| Qualifying information |
alk. paper |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780471415442 |
| Qualifying information |
alk. paper |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)46847174 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
UKM |
| -- |
C#P |
| -- |
MUQ |
| -- |
UBA |
| -- |
OCLCQ |
| -- |
BAKER |
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NLGGC |
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BTCTA |
| -- |
YDXCP |
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UQ1 |
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OCLCG |
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IG# |
| -- |
EXW |
| -- |
ATU |
| 042 ## - AUTHENTICATION CODE |
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| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HA30.3 |
| Item number |
T76 2002 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.0151955 |
| Edition number |
21 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Tsay, Ruey S., |
| Dates associated with a name |
1951- |
| Relator term |
author. |
| 9 (RLIN) |
418830 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Analysis of financial time series / |
| Statement of responsibility, etc. |
Ruey S. Tsay. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| 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 |
xii, 448 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
25 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 |
| 500 ## - GENERAL NOTE |
|---|
| General note |
"A Wiley-Interscience publication.". |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Title |
Preface -- |
| Miscellaneous information |
1. |
| Title |
Financial Time Series and Their Characteristics -- |
| Miscellaneous information |
2. |
| Title |
Linear Time Series Analysis and Its Applications -- |
| Miscellaneous information |
3. |
| Title |
Conditional Heteroscedastic Models -- |
| Miscellaneous information |
4. |
| Title |
Nonlinear Models and Their Applications -- |
| Miscellaneous information |
5. |
| Title |
High-Frequency Data Analysis and Market Microstructure -- |
| Miscellaneous information |
6. |
| Title |
Continuous-Time Models and Their Applications -- |
| Miscellaneous information |
7. |
| Title |
Extreme Values, Quantile Estimation, and Value at Risk -- |
| Miscellaneous information |
8. |
| Title |
Multivariate Time Series Analysis and Its Applications -- |
| Miscellaneous information |
9. |
| Title |
Multivariate Volatility Models and Their Applications -- |
| Miscellaneous information |
10. |
| Title |
Markov Chain Monte Carlo Methods with Applications -- |
| -- |
Index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Fundamental topics and new methods in time series analysis; ; Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.; ; The author begins with basic characteristics of financial time series data before covering three main topics: analysis and application of univariate financial time series; the return series of multiple assets; and Bayesian inference in finance methods. Timely topics and recent results include:; ; * Value at Risk (VaR); ; * High-frequency financial data analysis; ; * Markov Chain Monte Carlo (MCMC) methods; ; * Derivative pricing using jump diffusion with closed-form formulas; ; * VaR calculation using extreme value theory based on a non-homogeneous two-dimensional Poisson process; ; * Multivariate volatility models with time-varying correlations; ; Ideal as a fundamental introduction to time series for MBA students or as a reference for researchers and practitioners in business and finance, Analysis of Financial Time Series offers an in-depth and up-to-date account of these vital methods."--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 |
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 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Business mathematics |
| 9 (RLIN) |
314905 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| Form subdivision |
Statistics |
| 9 (RLIN) |
337821 |
| 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://catdir.loc.gov/catdir/bios/wiley043/2001026944.html">http://catdir.loc.gov/catdir/bios/wiley043/2001026944.html</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b10933384 |
| b |
10-06-19 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| a |
332.0151955 TSA |
| g |
1 |
| i |
A263240B |
| j |
0 |
| l |
cmain |
| o |
- |
| p |
$137.48 |
| q |
- |
| r |
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| t |
0 |
| u |
9 |
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0 |
| w |
0 |
| x |
0 |
| y |
.i12154027 |
| z |
29-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| -- |
(2)b |
| -- |
(2)c |
| Operator's initials, OID (RLIN) |
20-03-18 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
nyu |
| -- |
0 |
