MARC details
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03506cam a2200721Ia 4500 |
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20250930145650.0 |
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cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
| fixed length control field |
171212s2010 nju ob 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
| Canceled/invalid LC control number |
2010-013116 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
9780470670057 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
0470670053 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
1282794515 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
9781282794511 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
9780470683910 |
| Qualifying information |
(cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
| International Standard Book Number |
0470683910 |
| Qualifying information |
(cloth) |
| 024 7# - OTHER STANDARD IDENTIFIER |
| Standard number or code |
10.1002/9780470670057 |
| Source of number or code |
doi |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
| OCLC library identifier |
AU@ |
| System control number |
000046755386 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
| OCLC library identifier |
AU@ |
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000048804661 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
| OCLC library identifier |
DKDLA |
| System control number |
820120-katalog:000555570 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
| OCLC library identifier |
GBVCP |
| System control number |
790196557 |
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| OCLC library identifier |
HEBIS |
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299814947 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
| OCLC library identifier |
NZ1 |
| System control number |
15900569 |
| 035 ## - SYSTEM CONTROL NUMBER |
| System control number |
(OCoLC)654804125 |
| Canceled/invalid control number |
(OCoLC)808669599 |
| -- |
(OCoLC)816591827 |
| -- |
(OCoLC)961559707 |
| -- |
(OCoLC)962622537 |
| 035 ## - SYSTEM CONTROL NUMBER |
| System control number |
(OCoLC)ocn654804125 |
| 037 ## - SOURCE OF ACQUISITION |
| Stock number |
10.1002/9780470670057 |
| Source of stock number/acquisition |
Wiley InterScience |
| Note |
http://www3.interscience.wiley.com |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
| Level of rules in bibliographic description |
201901141205 |
| Level of effort used to assign nonsubject heading access points |
murni |
| Level of effort used to assign subject headings |
201812281545 |
| Level of effort used to assign classification |
rasyilla |
| y |
12-12-2017 |
| z |
hafiz |
| w |
MYUKM (1).mrc |
| x |
272 |
| 040 ## - CATALOGING SOURCE |
| Original cataloging agency |
DG1 |
| Language of cataloging |
eng |
| Description conventions |
pn |
| Transcribing agency |
DG1 |
| Modifying agency |
YDXCP |
| -- |
DG1 |
| -- |
IDEBK |
| -- |
OCLCO |
| -- |
OCLCQ |
| -- |
OCLCF |
| -- |
OCLCA |
| -- |
COO |
| -- |
OCLCQ |
| -- |
AZK |
| -- |
DG1 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
| Holding library |
MAIN |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
| Classification number |
HG106 |
| Item number |
.F7213 2010 |
| 072 #7 - SUBJECT CATEGORY CODE |
| Subject category code |
PB |
| Source |
bicssc |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
| Classification number |
332.01/5195 |
| Edition information |
22 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
ebook |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
| Personal name |
Francq, Christian. |
| 240 10 - UNIFORM TITLE |
| Uniform title |
Modèles GARCH. |
| Language of a work |
English |
| 245 10 - TITLE STATEMENT |
| Title |
GARCH models : |
| Remainder of title |
structure, statistical inference, and financial applications / |
| Statement of responsibility, etc. |
Christian Francq, Jean-Michel Zakoian. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
| Place of publication, distribution, etc. |
Hoboken, NJ : |
| Name of publisher, distributor, etc. |
Wiley, |
| Date of publication, distribution, etc. |
2010. |
| 300 ## - PHYSICAL DESCRIPTION |
| Extent |
1 online resource (pages) |
| 336 ## - CONTENT TYPE |
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
| File type |
data file |
| Source |
rda |
| 380 ## - FORM OF WORK |
| Form of work |
Bibliography |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
| Formatted contents note |
Front Matter -- Classical Time Series Models and Financial Series -- Univariate GARCH Models. GARCH() Processes -- Mixing -- Temporal Aggregation and Weak GARCH Models -- Statistical Inference. Identification -- Estimating ARCH Models by Least Squares -- Estimating GARCH Models by Quasi-Maximum Likelihood -- Tests Based on the Likelihood -- Optimal Inference and Alternatives to the QMLE -- Extensions and Applications. Asymmetries -- Multivariate GARCH Processes -- Financial Applications -- Appendices. Appendix A: Ergodicity, Martingales, Mixing -- Appendix B: Autocorrelation and Partial Autocorrelation -- Appendix C: Solutions to the Exercises -- Appendix C: Problems -- References -- Index. |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
| Source of description note |
Print version record. |
| 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 |
Investments |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
60066 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name entry element |
Finance |
| General subdivision |
Mathematical models. |
| Source of heading or term |
fast |
| Authority record control number or standard number |
(OCoLC)fst00924398 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
| Topical term or geographic name entry element |
Investments |
| General subdivision |
Mathematical models. |
| Source of heading or term |
fast |
| Authority record control number or standard number |
(OCoLC)fst00978277 |
| 9 (RLIN) |
60066 |
| 655 #4 - INDEX TERM--GENRE/FORM |
| Genre/form data or focus term |
Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
| Personal name |
Zakoian, Jean-Michel. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
| Corporate name or jurisdiction name as entry element |
Wiley InterScience (Online service) |
| 773 0# - HOST ITEM ENTRY |
| Title |
Wiley e-books |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
| Relationship information |
Print version: |
| Main entry heading |
Francq, Christian. |
| Uniform title |
Modèles GARCH. English. |
| Title |
GARCH models. |
| Place, publisher, and date of publication |
Hoboken, NJ : Wiley, 2010 |
| International Standard Book Number |
9780470683910 |
| -- |
0470683910 |
| Record control number |
(DLC) 2010013116 |
| -- |
(OCoLC)567008057 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
| Uniform Resource Identifier |
<a href="https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9780470670057">https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9780470670057</a> |
| Public note |
Wiley Online Library |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
| a |
.b16540177 |
| b |
2022-11-22 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
ebook |
| 914 ## - VTLS Number |
| VTLS Number |
vtls003628944 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
| Library |
|
| Operator's initials, OID (RLIN) |
2017-12-12 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
E-Book |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b16540177 |