Financial Econometrics: (Record no. 12585)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02675 a2200313 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20231109141348.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190619b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781316630334 : |
| Terms of availability | £44.99 ; £47.99 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIMU |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Edition number | 23 |
| Classification number | 332.015195 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Linton, Oliver |
| 245 ## - TITLE STATEMENT | |
| Title | Financial Econometrics: |
| Remainder of title | Models and Methods / |
| Statement of responsibility, etc. | By Oliver Linton. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | Cambridge University Press |
| Date of publication, distribution, etc. | 2019 |
| Place of publication, distribution, etc. | Cambridge. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxvii, 554 p. ; |
| Dimensions | 25 cm. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | £44.99 |
| Currency code | £ |
| Unit of pricing | 1 GBP = 93.6 INR |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | £47.99 |
| Currency code | ₹ |
| Unit of pricing | 1 GBP = 105.70 INR |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Introduction and background 2. Econometric background 3. Return predictability and the efficient markets hypothesis 4. Robust tests and tests of nonlinear predictability of returns 5. Empirical market microstructure 6. Event study analysis 7. Portfolio choice and testing the capital asset pricing model 8. Multifactor pricing models 9. Present value relations 10. Intertemporal equilibrium pricing 11. Volatility 12. Continuous time processes 13. Yield curve 14. Risk management and tail estimation 15. Exercises and complements 16. Appendix. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood. Contains up-to-date coverage of topics reflecting recent developments in financial econometrics, including microstructure and asset pricing This book is based on a successful course taught in the UK, China and Australia Written by one of the world's leading econometricians |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance |
| General subdivision | Statistical methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic processes. |
| 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 | Finance |
| General subdivision | Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Econometrics. |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Publisher Description and Content Page |
| Uniform Resource Identifier | https://www.cambridge.org/in/universitypress/subjects/economics/finance/financial-econometrics-models-and-methods?format=PB |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Monograph |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Materials specified (bound volume or other part) | Damaged status | Not for loan | Permanent Location | Current Location | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Inventory number | Total Checkouts | Full call number | Barcode | Checked out | Date last seen | Date last checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| pbk. | Indian Institute of Management Udaipur | Indian Institute of Management Udaipur | A5/1 | 2019-06-13 | The Aryas Book Centre | 3158.30 | ABC/19-20/21 - 12/06/2019 | 2 | 332.015195 | 004861 | 2024-07-23 | 2024-04-24 | 2024-04-24 | 1 | 4247.06 | 2019-06-13 | Monograph | |||||
| pbk. | Indian Institute of Management Udaipur | Indian Institute of Management Udaipur | A5/1 | 2023-11-09 | The Arya Book Centre | 3804.41 | ABC/23-24/24 - 08/11/23 | 2 | 332.015195 | 005557 | 2024-06-16 | 2023-12-19 | 2023-12-19 | 2 | 5073.00 | 2023-11-09 | Monograph |