| 000 -LEADER |
|---|
| fixed length control field |
02560cam a2200265 a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20191120112240.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
110921s2012 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470876886 (hardback) |
| 041 ## - Language |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG106 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.015195 |
| Edition number |
23 |
| Item number |
H365 |
| 245 00 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Handbook of modeling high-frequency data in finance / |
| Statement of responsibility, etc |
edited by Frederi G. Viens, Maria C. Mariani, Ionut Florescu. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, N.J : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
2012. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 441 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Wiley handbooks in financial engineering and econometrics |
| 9 (RLIN) |
32116 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and industry professionals"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Econometric models. |
| 9 (RLIN) |
28840 |
|
|---|
| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS / Finance. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
2078 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Viens, Frederi G., |
| Dates associated with a name |
1969- |
| 9 (RLIN) |
28841 |
| Relator term |
editor |
|
|---|
| Personal name |
Mariani, Maria C. |
| 9 (RLIN) |
28842 |
| Relator term |
editor |
|
|---|
| 9 (RLIN) |
28843 |
| Personal name |
Florescu, Ionut |
| Dates associated with a name |
1973- |
| Relator term |
editor |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Cover image |
| Uniform Resource Identifier |
http://catalogimages.wiley.com/images/db/jimages/9780470876886.jpg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Book |
