MARC details
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04450cam a22003854i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20211103071846.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
110818s2012 enka b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2011034175 |
| 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 |
047051289X |
| Qualifying information |
pbk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780470512890 |
| Qualifying information |
pbk. |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(ATU)b12626594 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)747331961 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
YDX |
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YDXCP |
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CDX |
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BTCTA |
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UKMGB |
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BDX |
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DEBBG |
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IG# |
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ATU |
| 042 ## - AUTHENTICATION CODE |
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| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG173 |
| Item number |
.S65 2012 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Sollis, R., |
| Relator term |
author. |
| 9 (RLIN) |
264112 |
| 245 10 - TITLE STATEMENT |
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| Title |
Empirical finance : |
| Remainder of title |
for finance and banking / |
| Statement of responsibility, etc. |
Robert Sollis. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Chichester, West Sussex : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2012. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xi, 345 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm |
| 336 ## - CONTENT TYPE |
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| 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 |
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| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
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| Miscellaneous information |
1. |
| Title |
Introduction -- |
| Miscellaneous information |
1.1. |
| Title |
What is Empirical Finance? How does it differ from Financial Econometrics? -- |
| Miscellaneous information |
1.2. |
| Title |
What is the level of statistics and mathematics required? -- |
| Miscellaneous information |
1.3. |
| Title |
What computer software is used for the empirical work? -- |
| Miscellaneous information |
1.4. |
| Title |
Explain the lay-out of the book -- |
| Miscellaneous information |
1.5. |
| Title |
Happy reading -- |
| Miscellaneous information |
1.6. |
| Title |
References -- -- |
| Miscellaneous information |
2. |
| Title |
Market Efficiency -- |
| Miscellaneous information |
2.1. |
| Title |
Introduction -- |
| Miscellaneous information |
2.2. |
| Title |
Elementary statistics -- |
| Miscellaneous information |
2.3. |
| Title |
The efficient market hypothesis and the random walk model -- |
| Miscellaneous information |
2.4. |
| Title |
Testing for efficiency I: runs test, variance ratio test, non-parametric tests -- |
| Miscellaneous information |
2.5. |
| Title |
Testing for efficiency II: unit root tests -- |
| Miscellaneous information |
2.6. |
| Title |
Testing for efficiency III: forecasting-based approaches -- |
| Miscellaneous information |
2.7. |
| Title |
Bubbles -- |
| Miscellaneous information |
2.8. |
| Title |
Market efficiency and spot-futures relationships -- -- |
| Miscellaneous information |
3. |
| Title |
Technical Analysis -- |
| Miscellaneous information |
3.1. |
| Title |
Introduction -- |
| Miscellaneous information |
3.2. |
| Title |
Trends and waves -- |
| Miscellaneous information |
3.3. |
| Title |
Mechanical technical trading rules -- |
| Miscellaneous information |
3.4. |
| Title |
Testing market efficiency using technical analysis -- |
| Miscellaneous information |
3.5. |
| Title |
Technical analysis of futures markets -- |
| Miscellaneous information |
3.6. |
| Title |
The importance of bootstrapping -- |
| Miscellaneous information |
3.7. |
| Title |
The danger of data-snooping -- -- |
| Miscellaneous information |
4. |
| Title |
Asset Pricing Models -- |
| Miscellaneous information |
4.1. |
| Title |
Introduction -- |
| Miscellaneous information |
4.2. |
| Title |
The Market Model -- |
| Miscellaneous information |
4.3. |
| Title |
The Capital Asset Pricing Model (CAPM) -- |
| Miscellaneous information |
4.4. |
| Title |
The Consumption CAPM -- |
| Miscellaneous information |
4.5. |
| Title |
Multifactor models -- -- |
| Miscellaneous information |
5. |
| Title |
Volatility -- |
| Miscellaneous information |
5.1. |
| Title |
Introduction -- |
| Miscellaneous information |
5.2. |
| Title |
Univariate ARCH and GARCH models -- |
| Miscellaneous information |
5.3. |
| Title |
Multivariate ARCH and GARCH models -- |
| Miscellaneous information |
5.4. |
| Title |
Stochastic volatility models -- |
| Miscellaneous information |
5.4. |
| Title |
Forecasting volatility -- -- |
| Miscellaneous information |
6. |
| Title |
Behavioural Finance -- |
| Miscellaneous information |
6.1. |
| Title |
Introduction -- |
| Miscellaneous information |
6.2. |
| Title |
Calendar effects -- |
| Miscellaneous information |
6.3. |
| Title |
Feedback trader models -- |
| Miscellaneous information |
6.4. |
| Title |
Overconfidence, ambiguity and doubt -- |
| Miscellaneous information |
6.5. |
| Title |
Herding and crowds -- |
| Miscellaneous information |
6.6. |
| Title |
Momentum -- -- |
| Miscellaneous information |
7. |
| Title |
Interest Rates -- |
| Miscellaneous information |
7.1. |
| Title |
Introduction -- |
| Miscellaneous information |
7.2. |
| Title |
No-arbitrage approach -- |
| Miscellaneous information |
7.3. |
| Title |
Equilibrium continuous time interest rate models -- |
| Miscellaneous information |
7.4. |
| Title |
Linear econometric models -- |
| Miscellaneous information |
7.5. |
| Title |
Nonlinear econometric models -- -- |
| Miscellaneous information |
8. |
| Title |
Credit Risk -- |
| Miscellaneous information |
8.1. |
| Title |
Introduction -- |
| Miscellaneous information |
8.2. |
| Title |
Types of credit available, measures of risk, level of analysis -- |
| Miscellaneous information |
8.3. |
| Title |
Conceptual approaches to the valuation of default risk -- |
| Miscellaneous information |
8.4. |
| Title |
Assessing default risk through structural models -- |
| Miscellaneous information |
8.5. |
| Title |
Assessing default risk through reduced form models -- |
| Miscellaneous information |
8.6. |
| Title |
Modelling default risk - the Logit model, the Probit model -- |
| Miscellaneous information |
8.7. |
| Title |
Modelling default risk - the Hazard model -- -- |
| Miscellaneous information |
9. |
| Title |
Exchange Rates -- |
| Miscellaneous information |
9.1. |
| Title |
Introduction -- |
| Miscellaneous information |
9.2. |
| Title |
Market efficiency and spot-futures exchange rate relationships -- |
| Miscellaneous information |
9.3. |
| Title |
Monetary exchange rate models -- |
| Miscellaneous information |
9.4. |
| Title |
Forecasting exchange rates I: monetary models -- |
| Miscellaneous information |
9.5. |
| Title |
Forecasting exchange rates II: linear time series models -- |
| Miscellaneous information |
9.6. |
| Title |
Forecasting exchange rates III: nonlinear and neural network models -- |
| Miscellaneous information |
9.7. |
| Title |
Real exchange rates and the purchasing power parity hypothesis. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"The underlying theme of this book will be on how empirical analysis can be used in Finance to test financial theory, model policy implications, and to forecast for investment purposes, rather than focusing in detail on the statistical and mathematical theory behind the models used. Empirical examples will be used throughout as pedagogical devices."--Publisher description. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
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| Source of description note |
Machine converted from AACR2 source record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Banks and banking. |
| 9 (RLIN) |
314424 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Investments |
| 9 (RLIN) |
319549 |
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26-03-18 |
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28-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
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| -- |
b |
| -- |
c |
| Operator's initials, OID (RLIN) |
20-03-18 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
enk |
| -- |
0 |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
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332 SOL |
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1 |
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A518900B |
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cmain |
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29-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Book |
