MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02746nam a2200337 a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250918151421.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
120322s2012 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470876886 (hbk) |
| Terms of availability |
RM464.85 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
201206081557 |
| Level of effort used to assign nonsubject heading access points |
baiti |
| Level of effort used to assign subject headings |
201204231424 |
| Level of effort used to assign classification |
sanusi |
| y |
03-22-2012 |
| z |
latihan |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
UKM |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG106.H366 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG106 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) |
.H366 |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Handbook of modeling high-frequency data in finance / |
| Statement of responsibility, etc. |
edited by Frederi G. Viens, Maria C. Mariani, Ionut Florescu |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Hoboken, NJ : |
| Name of publisher, distributor, etc. |
Wiley, |
| Date of publication, distribution, etc. |
2012. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 441 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Wiley handbooks in financial engineering and econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
'This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, systems and complex adaptive systems in finance, among a host of others. Written, in part, on the outgrowth of several recent conferences in the subject matter and in concert with over two-dozen experts in the field, the main purpose of the handbook is to mathematically illustrate the fundamental implementation of high-frequency models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in high-frequency modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS. Shedding light on some of the most relevant open questions in the analysis of high-frequency data, this volume will be of interest to graduate students, researchers and industry professionals'-- |
| Assigning source |
Provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Econometric models. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
BUSINESS & ECONOMICS / Finance. |
| Source of heading or term |
bisacsh |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Viens, Frederi G., |
| Dates associated with a name |
1969- |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Mariani, Maria C. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Florescu, Ionut |
| Dates associated with a name |
1973- |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b15286940 |
| b |
2021-05-28 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
HG106.H366 |
| 914 ## - VTLS Number |
|---|
| VTLS Number |
vtls003492502 |
| 990 ## - EQUIVALENCES OR CROSS-REFERENCES [LOCAL, CANADA] |
|---|
| Link information for 9XX fields |
baiti |
| 991 ## - LOCAL NOTE (NAMA FAKULTI/INSTITUT/PUSAT) |
|---|
| a |
Fakulti Ekonomi dan Pengurusan |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Library |
PERPUSTAKAAN TUN SERI LANANG |
| Operator's initials, OID (RLIN) |
2012-09-03 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
Printed Books |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b15286940 |
