| 000 | 00995camuu2200289 a 4500 | |
| 001 | 000045543086 | |
| 005 | 20090818132924 | |
| 008 | 090513s2009 gw a b 001 0 eng | |
| 010 | ▼a 2008943984 | |
| 015 | ▼a GBA823405 ▼2 bnb | |
| 020 | ▼a 9783540712961 (hardcover : alk. paper) | |
| 020 | ▼a 3540712968 (hardcover : alk. paper) | |
| 020 | ▼a 9783540712978 (e-ISBN) | |
| 020 | ▼a 3540712976 (e-ISBN) | |
| 035 | ▼a (KERIS)BIB000011673591 | |
| 040 | ▼a 211032 ▼c 211032 ▼d 211009 | |
| 082 | 0 4 | ▼a 332.0151955 ▼2 22 |
| 090 | ▼a 332.0151955 ▼b H236 | |
| 245 | 0 0 | ▼a Handbook of financial time series / ▼c Torben G. Andersen ... [et al.], editors. |
| 260 | ▼a Berlin : ▼b Springer , ▼c c2009. | |
| 300 | ▼a xxix, 1050 p. : ▼b ill. ; ▼c 25 cm. | |
| 504 | ▼a Includes bibliographical references and index. | |
| 650 | 0 | ▼a Finance ▼x Statistical methods. |
| 650 | 0 | ▼a Time-series analysis. |
| 700 | 1 | ▼a Andersen, Torben G. ▼q (Torben Gustav) |
| 945 | ▼a KINS |
Holdings Information
| No. | Location | Call Number | Accession No. | Availability | Due Date | Make a Reservation | Service |
|---|---|---|---|---|---|---|---|
| No. 1 | Location Science & Engineering Library/Sci-Info(Stacks2)/ | Call Number 332.0151955 H236 | Accession No. 121184769 | Availability Available | Due Date | Make a Reservation | Service |
Contents information
Table of Contents
Introduction.- GARCH-Modelling.- Stochastic Volatility Modelling.- Cointegration.- Continuous Time Processes.- Miscellanea.
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