| Record ID | marc_columbia/Columbia-extract-20221130-010.mrc:300904521:2468 |
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LEADER: 02468cam a22003734a 4500
001 4779422
005 20221103034823.0
008 020620t20032003nyua b 001 0 eng
010 $a 2002026657
020 $a0387916245 (pbk. : alk. paper)
020 $a0387955496 (pbk.)
035 $a(OCoLC)ocm50080015
035 $a(NNC)4779422
035 $a4779422
040 $aDLC$cDLC$dC#P$dOHX$dOrLoB-B
042 $apcc
050 00 $aHG106$b.Z584 2003
072 7 $aHG$2lcco
082 00 $a332/.01/51955$221
100 1 $aZivot, Eric.$0http://id.loc.gov/authorities/names/no2002027783
245 10 $aModeling financial time series with S-Plus /$cEric Zivot, Jiahui Wang.
260 $aNew York :$bSpringer,$c[2003], ©2003.
300 $axix, 632 pages :$billustrations ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references and index.
505 00 $g1.$tS and S-PLUS --$g2.$tTime Series Specification, Manipulation, and Visualization in S-PLUS --$g3.$tTime Series Concepts --$g4.$tUnit Root Tests --$g5.$tModeling Extreme Values --$g6.$tTime Series Regression Modeling --$g7.$tUnivariate GARCH Modeling --$g8.$tLong Memory Time Series Modeling --$g9.$tRolling Analysis of Time Series --$g10.$tSystems of Regression Equations --$g11.$tVector Autoregressive Models for Multivariate Time Series --$g12.$tCointegration --$g13.$tMultivariate GARCH Modeling --$g14.$tState Space Models --$g15.$tFactor Models for Asset Returns --$g16.$tTerm Structure of Interest Rates --$g17.$tRobust Change Detection.
520 1 $a"This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts."--BOOK JACKET.
650 0 $aFinance$xMathematical models.$0http://id.loc.gov/authorities/subjects/sh85048260
650 0 $aTime-series analysis.$0http://id.loc.gov/authorities/subjects/sh85135430
650 0 $aFinance$xEconometric models.$0http://id.loc.gov/authorities/subjects/sh2008120472
630 00 $aS-Plus.$0http://id.loc.gov/authorities/names/n94051800
700 1 $aWang, Jiahui.$0http://id.loc.gov/authorities/names/n2002109524
852 0 $bsci$hHG106$i.Z584 2003