Dynamic models for volatility and heavy tails (Record no. 78335)
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000 -LEADER | |
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fixed length control field | 00619 a2200193 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20140328141349.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 140328b xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781107630024 |
080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
Universal Decimal Classification number | 330.43 |
Item number | HAR |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Harvey, Andrew C |
245 ## - TITLE STATEMENT | |
Title | Dynamic models for volatility and heavy tails |
Remainder of title | with applications to financial and economic time series |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Date of publication, distribution, etc | 2013 |
Name of publisher, distributor, etc | Cambridge University Press |
Place of publication, distribution, etc | Cambridge |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xviii, 261p. |
490 ## - SERIES STATEMENT | |
Series statement | Econometric society monographs |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Econometrics |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Finance - Mathematical models |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Time - Series analysis |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
item type | Books |
Lost status | Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
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Universal Decimal Classification | University Library | University Library | 06/12/2013 | 0.00 | 330.43 HAR | 00070366 | 23/12/2013 | 0.00 | 06/12/2013 | Books |