Financial econometrics: (Record no. 3536)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02276nam a22002417a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20221205125711.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 221205b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781316630334 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Item number | LIN |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Linton, Oliver |
| 245 ## - TITLE STATEMENT | |
| Title | Financial econometrics: |
| Remainder of title | models and methods |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Cambridge University Press |
| Place of publication, distribution, etc. | UK |
| Date of publication, distribution, etc. | 2020 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxvii, 555 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 45.99 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Frontmatter <br/>1 - Introduction and Background<br/><br/>pp 1-54<br/>2 - Econometric Background<br/><br/>pp 55-74<br/>3 - Return Predictability and the Efficient Markets Hypothesis<br/><br/>pp 75-133<br/>4 - Robust Tests and Tests of Nonlinear Predictability of Returns<br/><br/>pp 134-151<br/>5 - Empirical Market Microstructure<br/><br/>pp 152-200<br/>6 - Event Study Analysis<br/><br/>pp 201-237<br/>7 - Portfolio Choice and Testing the Capital Asset Pricing Model<br/><br/>pp 238-278<br/>8 - Multifactor Pricing Models<br/><br/>pp 279-313<br/>9 - Present Value Relations<br/><br/>pp 314-336<br/>10 - Intertemporal Equilibrium Pricing<br/><br/>pp 337-357<br/>11 - Volatility<br/><br/>pp 358-421<br/>12 - Continuous Time Processes<br/><br/>pp 422-462<br/>13 - Yield Curve<br/><br/>pp 463-475<br/>14 - Risk Management and Tail Estimation<br/><br/>pp 476-496<br/>15 - Exercises and Complements<br/><br/>pp 497-523<br/>16 - Appendix<br/><br/>pp 524-532<br/>Bibliography<br/><br/>pp 533-552<br/>Index<br/><br/>pp 553-556 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Description<br/>This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance--Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance--Statistical methods |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic processes |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometrics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance--Econometric 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 | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | IN202 | 17-11-2022 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 12/05/2022 | Bharatiya Sahitya Bhavana | 2963.37 | 332.015195 LIN | 003874 | 12/05/2022 | 1 | 4507.02 | 12/05/2022 | Book |