GARCH models : (Record no. 688960)

MARC details
000 -LEADER
fixed length control field 03506cam a2200721Ia 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250930145650.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field 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@
System control number 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
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier HEBIS
System control number 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
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Inventory number Total checkouts Full call number Date last seen Copy number Price effective from Koha item type
        PERPUSTAKAAN TUN SERI LANANG PERPUSTAKAAN TUN SERI LANANG KOLEKSI AM-P. TUN SERI LANANG (ARAS 5) 12/11/2019 - 0.00 .i21088615   ebook 19/09/2025 1 19/09/2025 AM

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