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00000pam a22000004a 4500 |
| 001 |
4807073 |
| 003 |
ICU |
| 005 |
20040128123200.0 |
| 008 |
020620s2003 nyua b 001 0 eng |
| 010 |
|
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|a 2002026657
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| 020 |
|
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|a 0387955496 (pbk. : alk. paper)
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| 040 |
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|a DLC
|c DLC
|d NhCcYBP
|d OCoLC
|d OrLoB-B
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| 042 |
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|a pcc
|
| 050 |
0 |
0 |
|a HG106
|b .Z584 2003
|
| 082 |
0 |
0 |
|a 332/.01/51955
|2 21
|
| 100 |
1 |
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|a Zivot, Eric.
|0 http://id.loc.gov/authorities/names/no2002027783
|1 http://viaf.org/viaf/52002065
|
| 245 |
1 |
0 |
|a Modeling financial time series with S-Plus /
|c Eric Zivot, Jiahui Wang.
|
| 260 |
|
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|a New York :
|b Springer,
|c c2003.
|
| 300 |
|
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|a xx, 632 p. :
|b ill. ;
|c 24 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 504 |
|
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|a Includes bibliographical references and index.
|
| 505 |
0 |
0 |
|g 1.
|t S and S-PLUS --
|g 2.
|t Time Series Specification, Manipulation, and Visualization in S-PLUS --
|g 3.
|t Time Series Concepts --
|g 4.
|t Unit Root Tests --
|g 5.
|t Modeling Extreme Values --
|g 6.
|t Time Series Regression Modeling --
|g 7.
|t Univariate GARCH Modeling --
|g 8.
|t Long Memory Time Series Modeling --
|g 9.
|t Rolling Analysis of Time Series --
|g 10.
|t Systems of Regression Equations --
|g 11.
|t Vector Autoregressive Models for Multivariate Time Series --
|g 12.
|t Cointegration --
|g 13.
|t Multivariate GARCH Modeling --
|g 14.
|t State Space Models --
|g 15.
|t Factor Models for Asset Returns --
|g 16.
|t Term Structure of Interest Rates --
|g 17.
|t Robust Change Detection.
|
| 630 |
0 |
0 |
|a S-Plus.
|0 http://id.loc.gov/authorities/names/n94051800
|
| 650 |
|
0 |
|a Finance
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh85048260
|
| 650 |
|
0 |
|a Time-series analysis.
|0 http://id.loc.gov/authorities/subjects/sh85135430
|
| 650 |
|
0 |
|a Finance
|x Econometric models.
|0 http://id.loc.gov/authorities/subjects/sh2008120472
|
| 630 |
0 |
7 |
|a S-Plus.
|2 fast
|0 http://id.worldcat.org/fast/fst01382518
|
| 650 |
|
7 |
|a Finance
|x Econometric models.
|2 fast
|0 http://id.worldcat.org/fast/fst00924377
|
| 650 |
|
7 |
|a Finance
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00924398
|
| 650 |
|
7 |
|a Time-series analysis.
|2 fast
|0 http://id.worldcat.org/fast/fst01151190
|
| 700 |
1 |
|
|a Wang, Jiahui.
|0 http://id.loc.gov/authorities/names/n2002109524
|1 http://viaf.org/viaf/29843030
|
| 903 |
|
|
|a HeVa
|
| 035 |
|
|
|a (OCoLC)50080015
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i 1291eeb0-e17c-5b88-9ef4-9bb0317d8db6
|s 071aed4d-5a4c-5e70-b652-96d2b76eca98
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| 928 |
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|t Library of Congress classification
|a HG106 .Z584 2003
|l ASR
|c ASR-SciASR
|i 4614277
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| 928 |
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|t Library of Congress classification
|a HG106 .Z584 2003
|l JRL
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| 927 |
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|t Library of Congress classification
|a HG106 .Z584 2003
|l ASR
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|b 61312710
|i 7396748
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| 927 |
|
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|t Library of Congress classification
|a HG106 .Z584 2003
|l JRL
|c JRL-Gen
|e CL27
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