Cargando…
Financial econometrics : methods and models /
This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.This excellent textbook covers all the major dev...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London ; New York :
Routledge,
2003.
|
| Colección: | Routledge advanced texts in economics and finance.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a22000004a 4500 | ||
|---|---|---|---|
| 001 | EBSCO_ocm61428416 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 050905s2003 enka ob 001 0 eng d | ||
| 010 | |z 2002032463 | ||
| 040 | |a N$T |b eng |e pn |c N$T |d OCLCQ |d YDXCP |d OCLCG |d OCLCQ |d OKU |d UBY |d E7B |d OCLCQ |d OCLCO |d OCLCQ |d OCLCF |d IDEBK |d OCLCO |d OCLCQ |d OTZ |d LOA |d AGLDB |d COCUF |d OCLCQ |d ICG |d K6U |d U3W |d D6H |d STF |d VNS |d WRM |d OCLCQ |d VTS |d VT2 |d OCLCQ |d FVL |d WYU |d CANPU |d CNTRU |d MT4IT |d HS0 |d OCLCQ |d VLY |d UKCRE |d YDX |d OCLCQ |d TUHNV |d OCLCO |d OCLCQ |d OCLCO | ||
| 015 | |a GBA3-00416 | ||
| 019 | |a 505144664 |a 506381184 |a 648155501 |a 994839884 |a 999759918 |a 1037796982 |a 1038691078 |a 1055378443 |a 1059793850 |a 1066421855 |a 1078859448 |a 1081268322 |a 1097351679 |a 1099561691 |a 1152997930 |a 1162458356 |a 1228533760 |a 1243579079 |a 1286907155 | ||
| 020 | |a 0203990730 |q (electronic bk.) | ||
| 020 | |a 9780203990735 |q (electronic bk.) | ||
| 020 | |a 0415224543 |q (hb.) | ||
| 020 | |a 9780415224543 |q (hb.) | ||
| 020 | |a 0415224551 |q (pbk.) | ||
| 020 | |a 9780415224550 |q (pbk.) | ||
| 020 | |a 1134591128 | ||
| 020 | |a 9781134591121 | ||
| 027 | |a MYILIB_CUp | ||
| 029 | 1 | |a DEBSZ |b 493058141 | |
| 029 | 1 | |a AU@ |b 000056727961 | |
| 035 | |a (OCoLC)61428416 |z (OCoLC)505144664 |z (OCoLC)506381184 |z (OCoLC)648155501 |z (OCoLC)994839884 |z (OCoLC)999759918 |z (OCoLC)1037796982 |z (OCoLC)1038691078 |z (OCoLC)1055378443 |z (OCoLC)1059793850 |z (OCoLC)1066421855 |z (OCoLC)1078859448 |z (OCoLC)1081268322 |z (OCoLC)1097351679 |z (OCoLC)1099561691 |z (OCoLC)1152997930 |z (OCoLC)1162458356 |z (OCoLC)1228533760 |z (OCoLC)1243579079 |z (OCoLC)1286907155 | ||
| 050 | 4 | |a HG106 |b .W36 2003eb | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332/.01/5195 |2 22 |
| 084 | |a 85.03 |2 bcl | ||
| 084 | |a 85.33 |2 bcl | ||
| 049 | |a UAMI | ||
| 100 | 1 | |a Wang, Peijie, |d 1965- | |
| 245 | 1 | 0 | |a Financial econometrics : |b methods and models / |c Peijie Wang. |
| 260 | |a London ; |a New York : |b Routledge, |c 2003. | ||
| 300 | |a 1 online resource (xiii, 178 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file |2 rda | ||
| 490 | 1 | |a Routledge Advanced Texts in Economics and Finance | |
| 504 | |a Includes bibliographical references and indexes. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Half-Title; Title; Copyright; Contents; Detailed contents; List of illustrations; Preface; Acknowledgements; 1 Stochastic processes and financial time series; 2 Unit roots, cointegration and other comovements in time series; 3 Time-varying volatility models -- GARCH and stochastic volatility; 4 Shock persistence and impulse response analysis; 5 Modelling regime shifts; 6 Present value models and tests for rationality and market efficiency; 7 State space models and the Kalman .lter; 8 Frequency domain analysis of time series; 9 Research tools and sources of information; Subject index | |
| 520 | |a This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.This excellent textbook covers all the major developments in the area in recent years in an informative as well as succinct way.Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach he. | ||
| 546 | |a English. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Finance |x Econometric models. | |
| 650 | 0 | |a Time-series analysis. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 6 | |a Finances |x Modèles économétriques. | |
| 650 | 6 | |a Série chronologique. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Econometric models |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 650 | 7 | |a Time-series analysis |2 fast | |
| 650 | 7 | |a Processos estocasticos. |2 larpcal | |
| 650 | 7 | |a Econometria. |2 larpcal | |
| 776 | 0 | 8 | |i Print version: |a Wang, Peijie, 1965- |t Financial econometrics. |d London ; New York : Routledge, 2003 |z 0415224543 |z 0415224551 |w (DLC) 2002032463 |w (OCoLC)50643752 |
| 830 | 0 | |a Routledge advanced texts in economics and finance. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=138835 |z Texto completo |
| 938 | |a YBP Library Services |b YANK |n 301602373 | ||
| 938 | |a ebrary |b EBRY |n ebr10165523 | ||
| 938 | |a EBSCOhost |b EBSC |n 138835 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis23716182 | ||
| 938 | |a YBP Library Services |b YANK |n 2290034 | ||
| 994 | |a 92 |b IZTAP | ||