Analysis of financial time series (Record no. 95299)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01415nam a2200169Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 978-8126548934 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Tsay, Ruey S. |
| 245 ## - TITLE STATEMENT | |
| Title | Analysis of financial time series |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 3 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2014 |
| Name of publisher, distributor, etc. | Wiley |
| Place of publication, distribution, etc. | New Delhi |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxiii, 677 p. |
| Other physical details | 23 cm ; Pbk |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Financial time series and their characteristics --<br/>2. Linear time series analysis and its applications --<br/>3. Conditional heteroscedastic models --<br/>4. Nonlinear models and their applications --<br/>5. High-frequency data analysis and market microstructure --<br/>6. Continuous-time models and their applications --<br/>7. Extreme values, quantile estimation, and value at risk --<br/>8. Multivariate time series analysis and its applications --<br/>9. Principal component analysis and factor models --<br/>10. Multivariate volatility models and their applications --<br/>11. State-space models and Kalman filter --<br/>12. Markov chain Monte Carlo methods with applications. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This latest edition continues to emphasize empirical financial data and focuses on real-world examples. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Higher Education |
| -- | Economics |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://www.wileyindia.com/analysis-of-financial-time-series-3rd-ed.html">https://www.wileyindia.com/analysis-of-financial-time-series-3rd-ed.html</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | H.T. Parekh Library | 25/03/2010 | 5 | 332.015195 TSA | 35107 | 21/11/2022 | 16/11/2022 | 22/06/2019 | Books |