Analysis of financial time series (Record no. 12376)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00765nam a22001817a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780470414354 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0151955 |
| Item number | TSA |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Tsay, Ruey S. |
| 245 ## - TITLE STATEMENT | |
| Title | Analysis of financial time series |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 3rd. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | John Wiley & Sons, |
| Year of publication | 2010 |
| Place of publication | New Jersey : |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xxiii, 677 p. ; |
| Other physical details | tab. ; |
| 500 ## - GENERAL NOTE | |
| General note | This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematical statistics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Time-series analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Econometric models |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Management | Mahindra University VNLRC | Mahindra University VNLRC | General Stacks | 14/02/2022 | SBH | 11298.00 | 332.0151955 TSA | 14826 | Reference |