Handbook of financial econometrics [v.2] (Record no. 560143)
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| fixed length control field | 01520 a2200241 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190325171820.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190320b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780444535481 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Item number | H191 |
| 245 ## - TITLE STATEMENT | |
| Title | Handbook of financial econometrics [v.2] |
| Remainder of title | applications |
| Statement of responsibility, etc | edited by Yacine Ait-Sahalia and Lars Peter Hansen |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | Elsevier |
| Year of publication | 2010 |
| Place of publication | Amsterdam |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xxvii, 356p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Handbooks in finance |
| 490 ## - SERIES STATEMENT | |
| Series statement | / edited by William T. Ziemba |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years. Presents a broad survey of current research Contributors are leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Handbooks in finance |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance -- Econometric models |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ait-Sahalia, Yacine [ed.] |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hansen, Lars Peter [ed.] |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Permanent Location | Current Location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
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| General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 2019-05-08 | 8 | 4930.45 | 332.015195 H191 v.2 | A184343 | 7585.31 | Books |