MARC details
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03079cam a22004214i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20221102163336.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
110926s2008 gw a b 000 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2007933836 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
3790819913 |
| Qualifying information |
hardcover (alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783790819915 |
| Qualifying information |
hardcover (alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(ATU)b1219296x |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)191846736 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
BAKER |
| -- |
YDXCP |
| -- |
BTCTA |
| -- |
PMC |
| -- |
OKS |
| -- |
NLGGC |
| -- |
FHM |
| -- |
OCLCQ |
| -- |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| Item number |
.H54 2007 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.015195 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bauwens, Luc, |
| Dates associated with a name |
1952- |
| Relator term |
author. |
| 9 (RLIN) |
423400 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
High frequency financial econometrics : |
| Remainder of title |
recent developments / |
| Statement of responsibility, etc. |
Luc Bauwens, Winfried Pohlmeier, David Veredas (eds.). |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Heidelberg ; |
| -- |
New York : |
| Name of producer, publisher, distributor, manufacturer |
Physica-Verlag, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2008] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2008 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
vi, 312 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 |
Studies in empirical economics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Editor's introduction : recent developments in high frequency financial econometrics / L. Bauwens, W. Pohlmeier and D. Veredas -- Exchange rate volatility and the mixture of distribution hypothesis / L. Bauwens, D. Rime and G. Sucarrat -- A multivariate integer count hurdle model : theory and application to exchange rate dynamics / K. Bien, I. Nolte and W. Pohlmeier -- Asymmetries in bid and ask responses to innovations in the trading process / A. Escribano and R. Pascual -- Liquidity supply and adverse selection in a pure limit order book market / S. Frey and J. Grammig -- How large is liquidity risk in an automated auction market? / P. Giot and J. Grammig -- Order aggressiveness and order book dynamics / A.D. Hall and N. Hautsch -- Modelling financial transaction price movements : a dynamic integer count data model / R. Liesenfeld, I. Nolte and W. Pohlmeier -- The performance analysis of chart patterns : Monte Carlo simulation and evidence from the euro/dollar foreign exchange market / W.B. Omrane and H. Van Oppens -- Semiparametric estimation for financial durations / J.M. Rodríguez-Poo, D. Veredas and A. Espasa -- Intraday stock prices, volume, and duration : a nonparametric conditional density analysis / A.S. Tay and C. Ting -- Macroeconomic surprises and short-term behaviour in bond futures / D. Veredas -- Dynamic modelling of large-dimensional covariance matrices / V. Voev. |
| 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 |
Econometrics. |
| 9 (RLIN) |
345416 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Foreign exchange rates |
| General subdivision |
Econometric models |
| 9 (RLIN) |
796155 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Pohlmeier, Winfried, |
| Relator term |
author. |
| 9 (RLIN) |
1078189 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Veredas, David, |
| Relator term |
author. |
| 9 (RLIN) |
1078190 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Studies in empirical economics. |
| 9 (RLIN) |
1078111 |
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.b1219296x |
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20-03-18 |
| c |
28-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Book |
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332.015195 HIG |
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1 |
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$153.47 |
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29-10-15 |
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b |
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c |
| Operator's initials, OID (RLIN) |
20-03-18 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
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gw |
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0 |
