MARC details
000 -LEADER |
fixed length control field |
03380cam a22004334i 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20221101222756.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
081107s2009 enka b 001 0 eng d |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
LC control number |
2008004917 |
011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
Local cataloguing issues note |
BIB MATCHES WORLDCAT |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
0415426707 |
Qualifying information |
hbk. |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780415426701 |
Qualifying information |
hbk. |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
0415426693 |
Qualifying information |
pbk. |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780415426695 |
Qualifying information |
pbk. |
035 ## - SYSTEM CONTROL NUMBER |
System control number |
(OCoLC)176919801 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
DLC |
Language of cataloging |
eng |
Description conventions |
rda |
Transcribing agency |
DLC |
Modifying agency |
BTCTA |
-- |
BAKER |
-- |
YDXCP |
-- |
OCLCG |
-- |
BWKUK |
-- |
BWK |
-- |
BWX |
-- |
CDX |
-- |
ATU |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG106 |
Item number |
.W36 2009 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.015195 |
Edition number |
22 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Wang, Peijie, |
Dates associated with a name |
1965- |
Relator term |
author. |
9 (RLIN) |
244954 |
245 10 - TITLE STATEMENT |
Title |
Financial econometrics / |
Statement of responsibility, etc. |
Peijie Wang. |
250 ## - EDITION STATEMENT |
Edition statement |
Second edition. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
London ; |
-- |
New York : |
Name of producer, publisher, distributor, manufacturer |
Routledge, |
Date of production, publication, distribution, manufacture, or copyright notice |
2009. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xv, 320 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 |
Routledge advanced texts in economics and finance |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
Includes bibliographical references and index. |
505 00 - FORMATTED CONTENTS NOTE |
Miscellaneous information |
1. |
Title |
Stochastic Processes and Financial Data Generating Processes -- |
Miscellaneous information |
2. |
Title |
Commonly Applied Statistical Distributions and their Relevance -- |
Miscellaneous information |
3. |
Title |
Overview of Estimation Methods -- |
Miscellaneous information |
4. |
Title |
Unit Roots, Cointegration and other Comovements in Time Series -- |
Miscellaneous information |
5. |
Title |
Time-Varying Volatility Models: GARCH and Stochastic Volatility -- |
Miscellaneous information |
6. |
Title |
Shock Persistence and Impulse Response Analysis -- |
Miscellaneous information |
7. |
Title |
Modelling Regime Shifts: Markov Switching Models -- |
Miscellaneous information |
8. |
Title |
Present Value Models and Tests for Rationality and Market Efficiency -- |
Miscellaneous information |
9. |
Title |
State Space Models and the Kalman Filter -- |
Miscellaneous information |
10. |
Title |
Frequency Domain Analysis of Time Series -- |
Miscellaneous information |
11. |
Title |
Limited Dependent Variables and Discrete Choice Models -- |
Miscellaneous information |
12. |
Title |
Limited Dependent Variables and Truncated and Censored Samples -- |
Miscellaneous information |
13. |
Title |
Panel Data Analysis -- |
Miscellaneous information |
14. |
Title |
Research Tools and Sources of Information. |
520 ## - SUMMARY, ETC. |
Summary, etc. |
"This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes: - unit roots, cointegration and other developments in the study of time series models - time varying volatility models of the GARCH type and the stochastic volatility approach - analysis of shock persistence and impulse responses - Markov switching and Kalman filtering - spectral analysis - present value relations and rationality - discrete choice models - analysis of truncated and censored samples - panel data analysis. This updated edition includes new chapters which cover limited dependent variables and panel data. It continues to be an essential guide for all graduate and advanced undergraduate students of econometrics and finance."--Publisher's website. |
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 |
Econometric models |
9 (RLIN) |
796120 |
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 |
Stochastic processes. |
9 (RLIN) |
324524 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
Uniform title |
Routledge advanced texts in economics and finance. |
9 (RLIN) |
1052500 |
907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
a |
.b11592242 |
b |
20-03-18 |
c |
27-10-15 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Koha item type |
Book |
945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
a |
332.015195 WAN |
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A477468B |
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0 |
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cmain |
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$69.98 |
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.i12940999 |
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 |
-- |
enk |
-- |
0 |