| 000 -LEADER |
|---|
| fixed length control field |
01990cam a22002654a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20200302124625.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
100423s2010 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470583623 (hardback) |
|
|---|
| International Standard Book Number |
0470583622 (hardback) |
| 041 ## - Language |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HA30.3 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.0151955 |
| Edition number |
22 |
| Item number |
C454 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Chan, Ngai Hang. |
| 9 (RLIN) |
28154 |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Time series : |
| Remainder of title |
applications to finance with R and S-Plus / |
| Statement of responsibility, etc |
Ngai Hang Chan. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, NJ : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
2010. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxiii, 296 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and indexes. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds. The book offers succinct coverage of standard topics in statistical time series - such as forecasting and spectral analysis - in a manner that is both technical and conceptual. Recent developments in nonstandard time series techniques such as Bayesian methods and arbitrage statistics have been added to this edition, and they are illustrated in detail with real financial examples. Subroutines in R and S-Plus are lavishly displayed throughout in this new edition. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text."-- |
|
|---|
| Summary, etc |
"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Time-series analysis. |
| 9 (RLIN) |
1895 |
|
|---|
| Topical term or geographic name as entry element |
Econometrics. |
| 9 (RLIN) |
1302 |
|
|---|
| Topical term or geographic name as entry element |
Risk management |
| 9 (RLIN) |
256 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Book |
