Library Catalogue
The econometric modelling of financial time series (Record no. 20182)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01104nam a2200229Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20211021105429.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160316s1999 xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780521624923 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | n |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.010000 |
| Item number | MIL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Mills Terence C |
| 245 ## - TITLE STATEMENT | |
| Title | The econometric modelling of financial time series |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cambridge |
| Name of publisher, distributor, etc. | Cambridge University Press |
| Date of publication, distribution, etc. | 1999 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 372p |
| Dimensions | vii |
| 365 ## - TRADE PRICE | |
| Price amount | Rs.695 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Contents<br/>Preface to second edition;<br/>1. Introduction;<br/>2. Univariate linear stochastic models: basic concepts;<br/>3. Univariate linear stochastic models: further topics;<br/>4. Univariate non-linear stochastic models;<br/>5. Modelling return distributions;<br/>6. Regression techniques for non-integrated financial time series;<br/>7. Regression techniques for integrated financial time series;<br/>8. Further topics in the analysis of integrated financial time series;<br/>Data appendix;<br/>References. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | 1. Finance - Econometric Models.2. Time - Series Analysis.3. Stochastic Processes |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | |
| -- | |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | BOOKs |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NLS | NLS | Library Compactors | 30/05/2017 | 695.00 | 332.01 MIL | 18331 | 30/05/2017 | 30/05/2017 | BOOKs |