Financial Econometrics (Record no. 6180)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01095nam a22001937a 4500 |
| 005 - DATE & TIME | |
| control field | 20220120131408.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220120b |||||||| |||| 00| 0 eng d |
| 020 ## - ISBN | |
| International Standard Book Number | 9781316630334 |
| Price | 4705 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | S.X.U.K |
| 041 ## - Language | |
| Language | English |
| 082 ## - DDC NUMBER | |
| Classification number | 330.015195 |
| Book Number | LIN(FIN) |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Linton, Oliver B |
| 245 ## - TITLE STATEMENT | |
| Title | Financial Econometrics |
| Sub Title | : models and methods |
| Statement of responsibility | by Oliver B.Linton |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | NY |
| Name of publisher, distributor, etc | Cambridge |
| Date of publication, distribution, etc | 2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Pages | 555 p. |
| 500 ## - GENERAL NOTE | |
| General note | 1. Introduction and background --<br/>2. Econometric background --<br/>3. Return predictability and the efficient markets hypothesis --<br/>4. Robust tests and tests of nonlinear predictability of returns --<br/>5. Empirical market microstructure --<br/>6. Event study analysis --<br/>7. Portfolio choice and testing the capital asset pricing model --<br/>8. Multifactor pricing models --<br/>9. Present value relations --10. Intertemporal equilibrium pricing --<br/>11. Volatility --<br/>12. Continuous time processes --<br/>13. Yield curve --<br/>14. Risk management and tail estimation --<br/>15. Exercises and complements --<br/>16. Appendix |
| 650 ## - Subject | |
| Subject | PHD |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Phd Economics |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Koha collection | Location (home branch) | Sublocation or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 | Koha issues (times borrowed) | Koha full call number | Barcode (Accession No.) | Koha date last seen | Copy Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Not For Loan | Reference | SXU PhD Library | SXU PhD Library | Reference Section | 01/17/2022 | Bharat | R 330.015195 LIN(FIN) | 449 | 01/20/2022 | 449 | 01/20/2022 | Reference Phd Economics |