000			01883cam a22003614a 4500
001			2001036264
003			DLC
005			20151013140042.0
008			010608s2001 njua b 001 0 eng
010			_a 2001036264
020			_a9780691088723
020			_a0691088721
040			_aDLC _cDLC _dDLC
050	0	0	_aHB139 _b.G685 2001
082	0	0	_a330.01'5195 _222
100	1		_aGourieroux, Christian, _d1949-
245	1	0	_aFinancial econometrics : _bproblems, models, and methods / _cChristian Gourieroux, Joann Jasiak.
260			_aPrinceton, N.J. : _bPrinceton University Press, _cc2001.
300			_axi, 513 p. : _bill. ; _c25 cm.
440		0	_aPrinceton series in finance
504			_aIncludes bibliographical references (p. 451-476) and index.
520			_aFocuses 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			_aoif 05/05/15
591			_aLoan
650		0	_aFinance _xStatistical methods.
650		0	_aEconometrics.
650		0	_aFinance _xMathematical models.
700	1		_aJasiak, Joann, _d1963-
856	4	1	_3Table of contents _uhttp://www.loc.gov/catdir/toc/prin031/2001036264.html
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/bios/prin051/2001036264.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/description/prin022/2001036264.html
942			_2ddc _cBOOK
999			_c2253 _d2253