| 000 -LEADER |
|---|
| fixed length control field |
02443nam a22003617a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
17718475 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20170719141506.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
170719b xxu||||| |||| 00| 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2013009453 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781118617908 (hardback) |
| Terms of availability |
$ 139.95 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Canceled/invalid ISBN |
9781118617793 (pdf) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Description conventions |
rda |
| Modifying agency |
DLC |
| -- |
IIMU |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.550285513 |
| Edition number |
23 |
| 084 ## - OTHER CLASSIFICATION NUMBER |
|---|
| Classification number |
MAT029000 |
| Number source |
bisacsh |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Tsay, Ruey S., |
| Dates associated with a name |
1951- |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Multivariate time series analysis : |
| Remainder of title |
with R and financial applications / |
| Statement of responsibility, etc. |
Ruey S. Tsay, Booth School of Business, University of Chicago, Chicago, IL. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Hoboken, New Jersey : |
| Name of producer, publisher, distributor, manufacturer |
John Wiley & Sons, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2014] |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvii, 492 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
25 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Source |
rdacarrier |
| 365 ## - TRADE PRICE |
|---|
| Price type code |
USD |
| Price amount |
139.95 |
| Currency code |
$ |
| Unit of pricing |
1 USD = 66.6 INR |
| Price note |
1 USD = 66.6 INR |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Wiley series in probability and statistics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques"-- |
| 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 |
R (Computer program language) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometric models. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
MATHEMATICS / Probability & Statistics / General. |
| Source of heading or term |
bisacsh |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Online version: |
| Main entry heading |
Tsay, Ruey S., 1951- |
| Title |
Multivariate time series analysis |
| Place, publisher, and date of publication |
Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] |
| International Standard Book Number |
9781118617793 |
| Record control number |
(DLC) 2013017803 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
Monograph |
