Handbook of financial econometrics tools and techniques. Volume 1, Tools and techniques (Record no. 40865)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01845nmm a2200229 c 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 170627b2010 xxu||||fo||d| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UDJG |
| Language of cataloging | rum |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 332.01/5195 22 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | YACINE, Ait-Sahalia |
| 9 (RLIN) | 9270 |
| 245 ## - TITLE STATEMENT | |
| Title | Handbook of financial econometrics tools and techniques. Volume 1, Tools and techniques |
| Medium | [resursă online] / |
| Statement of responsibility, etc. | Yacine Ait-Sahalia, Lars Peter Hansen |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Boston : |
| Name of publisher, distributor, etc. | North-Holland/Elsevier, |
| Date of publication, distribution, etc. | 2010 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 resursă online |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This collection of original articles-8 years in the making-shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine At-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. Presents a broad survey of current research-from local characterizations of the Markov process dynamics to financial market trading activity. Contributors include Nobel Prize laureate Robert Engle and other leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections. |
| 648 ## - SUBJECT ADDED ENTRY--CHRONOLOGICAL TERM | |
| Source of heading or term | UDJG |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Source of heading or term | UDJG |
| 651 ## - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
| Source of heading or term | UDJG |
| 655 #0 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | resursă online |
| Source of term | udjg |
| -- | 38475 |
| 850 ## - HOLDING INSTITUTION | |
| Holding institution | UDJG |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://dspace.anelisplus.ro/xmlui/handle/123456789/1058262">https://dspace.anelisplus.ro/xmlui/handle/123456789/1058262</a> |
| Public note | Acces online la textul integral pe bază de cont și parolă de pe platforma ANELIS PLUS |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | E-Books |
| Source of classification or shelving scheme | Universal Decimal Classification |
No items available.