Financial econometrics using stata / (Record no. 3056671)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01260nam a22002297a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | JGU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240122180224.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240122b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781597182140 |
| Qualifying information | pbk. |
| 040 ## - CATALOGING SOURCE | |
| Language of cataloging | eng |
| Transcribing agency | JGU |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Boffelli, Simona, |
| 9 (RLIN) | 1644552 |
| Relator term | author |
| 245 ## - TITLE STATEMENT | |
| Title | Financial econometrics using stata / |
| Statement of responsibility, etc | Simona Boffelli and Giovanni Urga. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Texas : |
| Name of publisher, distributor, etc | Stata Press, |
| Date of publication, distribution, etc | 2016. |
| 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."-- |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical statistics--Data processing |
| 9 (RLIN) | 47445 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stata |
| 9 (RLIN) | 506273 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Urga, Giovanni, |
| Relator term | author |
| 9 (RLIN) | 1659195 |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Koha item type | Home library | Current library | Shelving location | Full call number | Barcode | Date last seen |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | General Books | OPJGU Sonepat- Campus | OPJGU Sonepat- Campus | Main Library | 332.015118 BO-F | 151494 | 19/01/2024 |