MARC details
| 000 -LEADER |
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02328cam a2200409 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20211103121235.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
070105s2007 njua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2007295510 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0471784508 |
| Qualifying information |
hbk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780471784500 |
| Qualifying information |
hbk. |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(ATU)b11237053 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(DLC) 2007295510 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)71347461 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Modifying agency |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB139 |
| Item number |
.F56 2007 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.015195 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Rachev, S. T. |
| Fuller form of name |
(Svetlozar Todorov), |
| Relator term |
author. |
| 9 (RLIN) |
249530 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Financial econometrics : |
| Remainder of title |
from basics to advanced modeling techniques / |
| Statement of responsibility, etc. |
Svetlozar T. Rachev [and others]. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Hoboken, N.J. : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2007] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2007 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xx, 553 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| 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 |
Frank J. Fabozzi series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
Ch. 1. |
| Title |
Financial econometrics : scope and methods -- |
| Miscellaneous information |
Ch. 2. |
| Title |
Review of probability and statistics -- |
| Miscellaneous information |
Ch. 3. |
| Title |
Regression analysis : theory and estimation -- |
| Miscellaneous information |
Ch. 4. |
| Title |
Selected topics in regression analysis -- |
| Miscellaneous information |
Ch. 5. |
| Title |
Regression applications in finance -- |
| Miscellaneous information |
Ch. 6. |
| Title |
Modeling univariate time series -- |
| Miscellaneous information |
Ch. 7. |
| Title |
Approaches to ARIMA modeling and forecasting -- |
| Miscellaneous information |
Ch. 8. |
| Title |
Autoregressive conditional heteroskedastic models -- |
| Miscellaneous information |
Ch. 9. |
| Title |
Vector autoregressive models I -- |
| Miscellaneous information |
Ch. 10. |
| Title |
Vector autoregressive models II -- |
| Miscellaneous information |
Ch. 11. |
| Title |
Cointegration and state space models -- |
| Miscellaneous information |
Ch. 12. |
| Title |
Robust estimation -- |
| Miscellaneous information |
Ch. 13. |
| Title |
Principal components analysis and factor analysis -- |
| Miscellaneous information |
Ch. 14. |
| Title |
Heavy-talled and stable distributions in financial econometrics -- |
| Miscellaneous information |
Ch. 15. |
| Title |
ARMA and ARCH models with infinite-variance innovations -- |
| Miscellaneous information |
App. |
| Title |
Monthly returns for 20 stocks : December 2000-November 2005. |
| 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 |
Econometrics |
| 9 (RLIN) |
345416 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models |
| 9 (RLIN) |
370807 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Frank J. Fabozzi series. |
| 9 (RLIN) |
291297 |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
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| a |
.b11237053 |
| b |
03-10-17 |
| c |
27-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
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| -- |
b |
| -- |
c |
| Operator's initials, OID (RLIN) |
06-04-16 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
nju |
| -- |
0 |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| a |
332.015195 FIN |
| g |
1 |
| i |
A430938B |
| j |
0 |
| l |
cmain |
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- |
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$114.64 |
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0 |
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10 |
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5 |
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0 |
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1 |
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.i12605505 |
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29-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
