Analysis of financial time series (Record no. 102)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02318nam a22002537a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190826123548.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190822b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9788126548934 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0151955 |
| Item number | TSA |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Tsay, Ruey S. |
| 245 ## - TITLE STATEMENT | |
| Title | Analysis of financial time series |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 3rd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Wiley India Pvt. Ltd. |
| Place of publication, distribution, etc. | India |
| Date of publication, distribution, etc. | 2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxiii, 677p. |
| 365 ## - TRADE PRICE | |
| Price type code | INR |
| Price amount | 889.00 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Table of Content<br/><br/>• Preface to the Second Edition<br/><br/>• Preface to the First Edition<br/><br/>• Financial Time Series and Their Characteristics<br/><br/>• Linear Time Series Analysis and Its Applications<br/><br/>• Conditional Heteroscedastic Models<br/><br/>• Nonlinear Models and Their Applications<br/><br/>• High-Frequency Data Analysis and Market Microstructure<br/><br/>• Continuous-Time Models and Their Applications<br/><br/>• Extreme Values, Quantiles and Value at Risk<br/><br/>• Multivariate Time Series Analysis and Its Applications<br/><br/>• Principal Component Analysis and Factor Models<br/><br/>• Multivariate Volatility Models and Their Applications<br/><br/>• State-Space Models and Kalman Filter<br/><br/>• Markov Chain Monte Carlo Methods with Applications<br/><br/>• Exercises<br/><br/>• References<br/><br/>• Index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book provides a broad, mature and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: analysis and application of univariate financial time series; the return series of multiple assets and Bayesian inference in finance methods. The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series, and gain experience in financial applications of various econometric methods.<br/>(https://www.wileyindia.com/analysis-of-financial-time-series-3rd-ed.html) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Time-series analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometric |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance--Mathematical models |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Date checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | 19-20/7425 | 06-06-2019 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 06/10/2019 | Bharat Book Distributors | 665.86 | 1 | 332.0151955 TSA | 000422 | 09/02/2019 | 08/31/2019 | 1 | 889.00 | 08/22/2019 | Book |