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02123cam a2200337 4500 |
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PPN117474304 |
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http://www.sudoc.fr/117474304 |
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20170411034500.0 |
| 010 |
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|a 0-471-78450-8
|b rel.
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|a 978-0-471-78450-0
|b rel.
|d 84,15 EUR
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| 035 |
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|a (OCoLC)300866197
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| 073 |
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|a 9780471784500
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|a 20070913h20072007k y0frey0103 ba
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0 |
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|a eng
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|a US
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|a a a 001yd
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|a r
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1 |
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|a Financial econometrics
|b Texte imprimé
|e from basics to advanced modeling techniques
|f Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jasic
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| 210 |
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|a Hoboken, N.J.
|c Wiley
|d cop. 2007
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| 215 |
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|a 1 vol. (XX-553 p.)
|c ill.
|d 24 cm
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| 225 |
2 |
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|a Frank J. Fabozzi series
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| 320 |
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|a Notes bibliographiques. Index
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| 359 |
2 |
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|p P. 1
|b Chapter 1, Financial econometrics : scope and methods
|p P. 25
|b Chapter 2, Review of probability and statistics
|p P. 79
|b Chapter 3, Regression analysis : theory and estimation
|p P. 127
|b Chapter 4, Selected topics in regression analysis
|p P. 169
|b Chapter 5, Regression applications in finance
|p P. 201
|b Chapter 6, Modeling univariate time series
|p P. 241
|b Chapter 7, Approaches to ARIMA modeling and forecasting
|p P. 279
|b Chapter 8, Autoregressive conditional heteroskedastic models
|p P. 321
|b Chapter 9, Vector autoregressive models I
|p P. 343
|b Chapter 10, Vector autoregressive models II
|p P. 373
|b Chapter 11, Cointegration and state space models
|p P. 407
|b Chapter 12, Robust estimation
|p P. 429
|b Chapter 13, Principal components analysis and factor analysis
|p P. 465
|b Chapter 14, Heavy-tailed and stable distributions in financial econometrics
|p P. 495
|b Chapter 15, ARMA and ARCH models with infinite-variance innovations
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| 410 |
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| |
|0 07003754X
|t The Frank J. Fabozzi series
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| 606 |
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|3 PPN027232751
|a Économétrie
|2 rameau
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| 606 |
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|3 PPN027606511
|a Finances
|3 PPN027551385
|x Modèles mathématiques
|2 rameau
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| 702 |
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1 |
|3 PPN07074534X
|a Rachev
|b Svetlozar Todorov
|f 1951-....
|4 340
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| 801 |
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3 |
|a FR
|b Abes
|c 20160607
|g AFNOR
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| 930 |
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|5 441092103:556433661
|b 441092103
|a 330.02 FIN
|j u
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| 979 |
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|a DEC
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| 998 |
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|a 753021
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