Financial econometrics using Stata / (Record no. 8181)

000 -LEADER
fixed length control field 02674nam a2200385 a 4500
001 - CONTROL NUMBER
EWU control number 8181
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhEWU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20180131203334.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180131s2016 txua g b 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2016955738
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781597182140
International Standard Book Number 1597182141
035 ## - SYSTEM CONTROL NUMBER
OCLC control number (OCLC)961010441
040 ## - CATALOGING SOURCE
Original cataloging agency YDX
Language of cataloging eng
Transcribing agency YDX
Modifying agency LML
-- OCLCQ
Description conventions rda
Modifying agency OCLCF
-- EYM
-- BECOE
-- DLC
-- BD-DhEWU
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG106
Item number .B65 2016
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.015118
DDC edition 23
Author mark and Year BOF 2016
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Boffelli, Simona,
9 (RLIN) 21884
245 10 - TITLE STATEMENT
Title Financial econometrics using Stata /
Statement of responsibility, etc Simona Boffelli, Giovanni Urga.
250 ## - EDITION STATEMENT
Edition statement First edition.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Texas :
Name of publisher, distributor, etc Stata Press,
Date of publication, distribution, etc 2016.
300 ## - PHYSICAL DESCRIPTION
Extent xiv, 272 pages :
Other physical details illustrations ;
Dimensions 24 cm
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (pages 261-265) and indexes.
505 ## - FORMATTED CONTENTS NOTE
Title Table of contents
Contents note ntroduction to financial time series The object of interestApproaching the datasetNormality Stationarity Autocorrelation HeteroskedasticityLinear time seriesModel selection How to import data ARMA models Autoregressive (AR) processesMoving-average (MA) processes Autoregressive moving-average (ARMA) processes Application of ARMA models Modeling volatilities, ARCH models, and GARCH models Introduction ARCH models ARCH(p) GARCH models Asymmetric GARCH models Alternative GARCH models Multivariate GARCH modelsIntroduction Multivariate GARCH Direct generalizations of the univariate GARCH model of Bollerslev Nonlinear combination of univariate GARCH-common features Final remarksRisk management Introduction Loss Risk measures VaR Backtesting procedures Contagion analysis Introduction Contagion measurement
520 ## - SUMMARY, ETC.
Summary, etc
Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples.
526 ## - STUDY PROGRAM INFORMATION NOTE
Program name Economics
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name Finance
General subdivision Econometric models.
9 (RLIN) 15468
Topical term or geographic name Finance
General subdivision Econometric models.
Source of heading or term fast
9 (RLIN) 15468
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Urga, Giovanni,
9 (RLIN) 21885
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials Specified WorldCat details
Uniform Resource Identifier https://www.worldcat.org/title/financial-econometrics-using-stata/oclc/961010441&referer=brief_results
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Text
Holdings
Price effective from Permanent Location Date last seen Not for loan Date of accession Source of classification or shelving scheme Koha item type Lost status Cost, normal purchase price Copy number Source of acquisition Collection code Barcode Shelving location Current Location Full call number
2018-01-31EWU Library2018-01-31Not For Loan2018-01-25 Text  5225.00C-1Trim EducationNon Fiction28862Reserve SectionEWU Library332.015118 BOF 2016
2018-01-31EWU Library2018-01-31 2018-01-25 Text  5225.00C-2Trim EducationNon Fiction28863Circulation SectionEWU Library332.015118 BOF 2016

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