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005 | 20211103121235.0 | ||
008 | 070105s2007 njua b 001 0 eng d | ||
010 | _a 2007295510 | ||
011 | _aBIB MATCHES WORLDCAT | ||
020 |
_a0471784508 _qhbk. |
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020 |
_a9780471784500 _qhbk. |
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035 | _a(ATU)b11237053 | ||
035 | _a(DLC) 2007295510 | ||
035 | _a(OCoLC)71347461 | ||
040 |
_aDLC _beng _erda _dATU |
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050 | 0 | 0 |
_aHB139 _b.F56 2007 |
082 | 0 | 4 |
_a332.015195 _222 |
100 | 1 |
_aRachev, S. T. _q(Svetlozar Todorov), _eauthor. _9249530 |
|
245 | 1 | 0 |
_aFinancial econometrics : _bfrom basics to advanced modeling techniques / _cSvetlozar T. Rachev [and others]. |
264 | 1 |
_aHoboken, N.J. : _bWiley, _c[2007] |
|
264 | 4 | _c©2007 | |
300 |
_axx, 553 pages : _billustrations ; _c24 cm. |
||
336 |
_atext _btxt _2rdacontent |
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337 |
_aunmediated _bn _2rdamedia |
||
338 |
_avolume _bnc _2rdacarrier |
||
490 | 1 | _aFrank J. Fabozzi series | |
504 | _aIncludes bibliographical references and index. | ||
505 | 0 | 0 |
_gCh. 1. _tFinancial econometrics : scope and methods -- _gCh. 2. _tReview of probability and statistics -- _gCh. 3. _tRegression analysis : theory and estimation -- _gCh. 4. _tSelected topics in regression analysis -- _gCh. 5. _tRegression applications in finance -- _gCh. 6. _tModeling univariate time series -- _gCh. 7. _tApproaches to ARIMA modeling and forecasting -- _gCh. 8. _tAutoregressive conditional heteroskedastic models -- _gCh. 9. _tVector autoregressive models I -- _gCh. 10. _tVector autoregressive models II -- _gCh. 11. _tCointegration and state space models -- _gCh. 12. _tRobust estimation -- _gCh. 13. _tPrincipal components analysis and factor analysis -- _gCh. 14. _tHeavy-talled and stable distributions in financial econometrics -- _gCh. 15. _tARMA and ARCH models with infinite-variance innovations -- _gApp. _tMonthly returns for 20 stocks : December 2000-November 2005. |
588 | _aMachine converted from AACR2 source record. | ||
650 | 0 |
_aEconometrics _9345416 |
|
650 | 0 |
_aFinance _xMathematical models _9370807 |
|
830 | 0 |
_aFrank J. Fabozzi series. _9291297 |
|
907 |
_a.b11237053 _b03-10-17 _c27-10-15 |
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