Time series : (Record no. 4532)

MARC details
000 -LEADER
fixed length control field 02192cam a2200325 a 4500
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250327083133.0
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780470583623 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0470583622 (hardback)
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
Modifying agency BTCTA
-- YDXCP
-- C#P
-- CDX
-- UtOrBLW
Language of cataloging Eng
Description conventions rda
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title Eng
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HA30.3
Item number .C47 2010
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Chan, Ngai Hang
245 10 - TITLE STATEMENT
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 Second edition
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Hoboken, N.J. :
Name of producer, publisher, distributor, manufacturer Wiley,
Date of production, publication, distribution, manufacture, or copyright notice [2010]
264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Date of production, publication, distribution, manufacture, or copyright notice ©2010
300 ## - PHYSICAL DESCRIPTION
Extent xxiii, 296 pages :
Other physical details illustrations ;
Dimensions 25 cm
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term unmediated
Media type code n
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term volume
Carrier type code nc
Source rdacarrier
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note 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."--
Assigning source Provided by publisher
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"--
Assigning source Provided by publisher
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Time-series analysis
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Econometrics
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Risk management
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Books

No items available.