MARC details
| 000 -LEADER |
| fixed length control field |
01883cam a22003614a 4500 |
| 001 - CONTROL NUMBER |
| control field |
2001036264 |
| 003 - CONTROL NUMBER IDENTIFIER |
| control field |
DLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
| control field |
20151013140042.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
| fixed length control field |
010608s2001 njua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
| LC control number |
2001036264 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
9780691088723 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
0691088721 |
| 040 ## - CATALOGING SOURCE |
| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| Modifying agency |
DLC |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
| Classification number |
HB139 |
| Item number |
.G685 2001 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
| Classification number |
330.01'5195 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
| Personal name |
Gourieroux, Christian, |
| Dates associated with a name |
1949- |
| 245 10 - TITLE STATEMENT |
| Title |
Financial econometrics : |
| Remainder of title |
problems, models, and methods / |
| Statement of responsibility, etc. |
Christian Gourieroux, Joann Jasiak. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
| Place of publication, distribution, etc. |
Princeton, N.J. : |
| Name of publisher, distributor, etc. |
Princeton University Press, |
| Date of publication, distribution, etc. |
c2001. |
| 300 ## - PHYSICAL DESCRIPTION |
| Extent |
xi, 513 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
| Title |
Princeton series in finance |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
| Bibliography, etc |
Includes bibliographical references (p. 451-476) and index. |
| 520 ## - SUMMARY, ETC. |
| Summary, etc. |
Focuses on methods related to current research and those modeling techniques that seem relevant to future advances. Presents a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. |
| 590 ## - LOCAL NOTE - Cataloguer & Date |
| Local note |
oif 05/05/15 |
| 591 ## - Local Note: Item Class (Ref/Loans/Arch): Loans |
| Local Note: Item Class |
Loan |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Statistical methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name as entry element |
Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
| Personal name |
Jasiak, Joann, |
| Dates associated with a name |
1963- |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
| Materials specified |
Table of contents |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/toc/prin031/2001036264.html">http://www.loc.gov/catdir/toc/prin031/2001036264.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/bios/prin051/2001036264.html">http://www.loc.gov/catdir/bios/prin051/2001036264.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/description/prin022/2001036264.html">http://www.loc.gov/catdir/description/prin022/2001036264.html</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Monograph & others |