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Analysis of financial time series / (Record no. 10573)

000 -LEADER
fixed length control field	02100cam a2200241 a 4500
005 - DATE & TIME
control field	20240216125917.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	100205s2010 maua b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number	2010005151
020 ## - ISBN
International Standard Book Number	9780470414354 (cloth)
Price	13922.00
040 ## - CATALOGING SOURCE
Original cataloging agency	S.X.U.K
041 ## - Language
Language	English
082 00 - DDC NUMBER
Classification number	R 332.01'519 TSA(ANA)Ed3
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name	Tsay, Ruey S.,
245 10 - TITLE STATEMENT
Title	Analysis of financial time series /
Statement of responsibility	Ruey S. Tsay.
250 ## - EDITION STATEMENT
Edition statement	3rd ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc	Cambridge, Mass. :
Name of publisher, distributor, etc	Wiley,
Date of publication, distribution, etc	c2010.
300 ## - PHYSICAL DESCRIPTION
Pages	xxiii, 677 p. :
Other Details	ill. ; P.B.
Dimension	25 cm.
500 ## - GENERAL NOTE
General note	CHAPTER 1<br/>Financial Time Series and Their Characteristics (Pages: 1-2<br/><br/>CHAPTER 2<br/>Linear Time Series Analysis and Its Applications (Pages: 29-108)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 3<br/>Condmmary<br/>PDFitional Heteroscedastic Models (Pages: 109-173)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 4<br/>Nonlinear Models and Their Applications (Pages: 175-229)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 5<br/>High-Frequency Data Analysis and Market Microstructure (Pages: 231-285)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 6<br/>Continuous-Time Models and Their Applications (Pages: 287-323)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 7<br/>Extreme Values, Quantiles, and Value at Risk (Pages: 325-388)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 8<br/>Multivariate Time Series Analysis and Its Applications (Pages: 389-465)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 9<br/>Principal Component Analysis and Factor Models (Pages: 467-504)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 10<br/>Multivariate Volatility Models and Their Applications (Pages: 505-555)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 11<br/>State-Space Models and Kalman Filter (Pages: 557-611)<br/>Summary<br/>PDF<br/>References<br/>Request permissions<br/>CHAPTER 12<br/>Markov Chain Monte Carlo Methods with Applications (Pages: 613-672)<br/>Summary<br/>PDF<br/>References<br/>Request permissions
650 #0 - Subject
Subject	Time-series analysis.
650 #0 - Subject
Subject	Econometrics.
650 #0 - Subject
Subject	Risk management.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type	REFERENCE STATISTICS

Holdings
Withdrawn status	Lost status	Source of classification or shelving scheme	Damaged status	Not for loan	Koha collection	Location (home branch)	Sublocation or collection (holding branch)	Shelving location	Date acquired	Source of acquisition	Cost, normal purchase price	Serial Enumeration / chronology	Koha issues (times borrowed)	Koha full call number	Barcode (Accession No.)	Koha date last seen	Copy Number	Price effective from	Koha item type
				Not For Loan	Reference	St. Xavier's University, Kolkata	St. Xavier's University, Kolkata	Reference Section	02/16/2024	ANY BOOK SUPPLY	13922.00	S.X.U.K		R 332.01'519 TSA(ANA)Ed3	US10607	02/16/2024	10607	02/16/2024	REFERENCE STATISTICS