Nonlinear time series models in empirical finance:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge u.a.
Cambridge Univ. Press
2004
|
| Edition: | 1. publ., 4. print. |
| Subjects: | |
| Online Access: | Sample text Publisher description Table of contents |
| Item Description: | Includes bibliographical references (p. 254-271) and index |
| Physical Description: | xvi, 280 S. graph. Darst.S. |
| ISBN: | 0521770416 0521779650 |
Staff View
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV019378997 | ||
| 003 | DE-604 | ||
| 005 | 20060223 | ||
| 007 | t | ||
| 008 | 040831s2004 xxkd||| |||| 00||| eng d | ||
| 010 | |a 99088504 | ||
| 020 | |a 0521770416 |9 0-521-77041-6 | ||
| 020 | |a 0521779650 |9 0-521-77965-0 | ||
| 035 | |a (OCoLC)254496422 | ||
| 035 | |a (DE-599)BVBBV019378997 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 044 | |a xxk |c GB | ||
| 049 | |a DE-91 |a DE-355 |a DE-384 |a DE-824 | ||
| 050 | 0 | |a HG106 | |
| 082 | 0 | |a 332.015118 | |
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 100 | 1 | |a Franses, Philip Hans |d 1963- |e Verfasser |0 (DE-588)129435503 |4 aut | |
| 245 | 1 | 0 | |a Nonlinear time series models in empirical finance |c Philip Hans Franses and Dick van Dijk |
| 250 | |a 1. publ., 4. print. | ||
| 264 | 1 | |a Cambridge u.a. |b Cambridge Univ. Press |c 2004 | |
| 300 | |a xvi, 280 S. |b graph. Darst.S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references (p. 254-271) and index | ||
| 650 | 4 | |a Rentabilität - Kapitalanlage - Nichtlineare Zeitreihenanalyse | |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Rentabilität |0 (DE-588)4049495-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kapitalanlage |0 (DE-588)4073213-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Nichtlineare Zeitreihenanalyse |0 (DE-588)4276267-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Volatilität |0 (DE-588)4268390-7 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Nichtlineare Zeitreihenanalyse |0 (DE-588)4276267-4 |D s |
| 689 | 0 | 1 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | 2 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Kapitalanlage |0 (DE-588)4073213-7 |D s |
| 689 | 1 | 1 | |a Rentabilität |0 (DE-588)4049495-0 |D s |
| 689 | 1 | 2 | |a Volatilität |0 (DE-588)4268390-7 |D s |
| 689 | 1 | 3 | |a Nichtlineare Zeitreihenanalyse |0 (DE-588)4276267-4 |D s |
| 689 | 1 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Dijk, Dick van |d 1971- |e Verfasser |0 (DE-588)132368846 |4 aut | |
| 856 | 4 | |u http://www.loc.gov/catdir/samples/cam032/99088504.html |3 Sample text | |
| 856 | 4 | |u http://www.loc.gov/catdir/description/cam0210/99088504.html |3 Publisher description | |
| 856 | 4 | |u http://www.loc.gov/catdir/toc/cam021/99088504.html |3 Table of contents | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-012842137 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Record in the Search Index
| _version_ | 1804132821970714624 |
|---|---|
| any_adam_object | |
| author | Franses, Philip Hans 1963- Dijk, Dick van 1971- |
| author_GND | (DE-588)129435503 (DE-588)132368846 |
| author_facet | Franses, Philip Hans 1963- Dijk, Dick van 1971- |
| author_role | aut aut |
| author_sort | Franses, Philip Hans 1963- |
| author_variant | p h f ph phf d v d dv dvd |
| building | Verbundindex |
| bvnumber | BV019378997 |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 |
| callnumber-search | HG106 |
| callnumber-sort | HG 3106 |
| callnumber-subject | HG - Finance |
| classification_rvk | QH 237 SK 980 |
| ctrlnum | (OCoLC)254496422 (DE-599)BVBBV019378997 |
| dewey-full | 332.015118 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.015118 |
| dewey-search | 332.015118 |
| dewey-sort | 3332.015118 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. publ., 4. print. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02530nam a2200613zc 4500</leader><controlfield tag="001">BV019378997</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20060223 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">040831s2004 xxkd||| |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">99088504</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0521770416</subfield><subfield code="9">0-521-77041-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0521779650</subfield><subfield code="9">0-521-77965-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)254496422</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV019378997</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxk</subfield><subfield code="c">GB</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-824</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG106</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.015118</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Franses, Philip Hans</subfield><subfield code="d">1963-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)129435503</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Nonlinear time series models in empirical finance</subfield><subfield code="c">Philip Hans Franses and Dick van Dijk</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. publ., 4. print.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge u.a.</subfield><subfield code="b">Cambridge Univ. Press</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xvi, 280 S.</subfield><subfield code="b">graph. Darst.S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (p. 254-271) and index</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Rentabilität - Kapitalanlage - Nichtlineare Zeitreihenanalyse</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Rentabilität</subfield><subfield code="0">(DE-588)4049495-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalanlage</subfield><subfield code="0">(DE-588)4073213-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Nichtlineare Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4276267-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Nichtlineare Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4276267-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Kapitalanlage</subfield><subfield code="0">(DE-588)4073213-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Rentabilität</subfield><subfield code="0">(DE-588)4049495-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="3"><subfield code="a">Nichtlineare Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4276267-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Dijk, Dick van</subfield><subfield code="d">1971-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)132368846</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/samples/cam032/99088504.html</subfield><subfield code="3">Sample text</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/description/cam0210/99088504.html</subfield><subfield code="3">Publisher description</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/toc/cam021/99088504.html</subfield><subfield code="3">Table of contents</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-012842137</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV019378997 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:58:55Z |
| institution | BVB |
| isbn | 0521770416 0521779650 |
| language | English |
| lccn | 99088504 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012842137 |
| oclc_num | 254496422 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM DE-355 DE-BY-UBR DE-384 DE-824 |
| owner_facet | DE-91 DE-BY-TUM DE-355 DE-BY-UBR DE-384 DE-824 |
| physical | xvi, 280 S. graph. Darst.S. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| spelling | Franses, Philip Hans 1963- Verfasser (DE-588)129435503 aut Nonlinear time series models in empirical finance Philip Hans Franses and Dick van Dijk 1. publ., 4. print. Cambridge u.a. Cambridge Univ. Press 2004 xvi, 280 S. graph. Darst.S. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references (p. 254-271) and index Rentabilität - Kapitalanlage - Nichtlineare Zeitreihenanalyse Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Rentabilität (DE-588)4049495-0 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 s Finanzmathematik (DE-588)4017195-4 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Kapitalanlage (DE-588)4073213-7 s Rentabilität (DE-588)4049495-0 s Volatilität (DE-588)4268390-7 s 1\p DE-604 Dijk, Dick van 1971- Verfasser (DE-588)132368846 aut http://www.loc.gov/catdir/samples/cam032/99088504.html Sample text http://www.loc.gov/catdir/description/cam0210/99088504.html Publisher description http://www.loc.gov/catdir/toc/cam021/99088504.html Table of contents 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Franses, Philip Hans 1963- Dijk, Dick van 1971- Nonlinear time series models in empirical finance Rentabilität - Kapitalanlage - Nichtlineare Zeitreihenanalyse Finanzmathematik (DE-588)4017195-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Rentabilität (DE-588)4049495-0 gnd Kapitalanlage (DE-588)4073213-7 gnd Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd Volatilität (DE-588)4268390-7 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4114528-8 (DE-588)4049495-0 (DE-588)4073213-7 (DE-588)4276267-4 (DE-588)4268390-7 |
| title | Nonlinear time series models in empirical finance |
| title_auth | Nonlinear time series models in empirical finance |
| title_exact_search | Nonlinear time series models in empirical finance |
| title_full | Nonlinear time series models in empirical finance Philip Hans Franses and Dick van Dijk |
| title_fullStr | Nonlinear time series models in empirical finance Philip Hans Franses and Dick van Dijk |
| title_full_unstemmed | Nonlinear time series models in empirical finance Philip Hans Franses and Dick van Dijk |
| title_short | Nonlinear time series models in empirical finance |
| title_sort | nonlinear time series models in empirical finance |
| topic | Rentabilität - Kapitalanlage - Nichtlineare Zeitreihenanalyse Finanzmathematik (DE-588)4017195-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Rentabilität (DE-588)4049495-0 gnd Kapitalanlage (DE-588)4073213-7 gnd Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd Volatilität (DE-588)4268390-7 gnd |
| topic_facet | Rentabilität - Kapitalanlage - Nichtlineare Zeitreihenanalyse Finanzmathematik Mathematisches Modell Rentabilität Kapitalanlage Nichtlineare Zeitreihenanalyse Volatilität |
| url | http://www.loc.gov/catdir/samples/cam032/99088504.html http://www.loc.gov/catdir/description/cam0210/99088504.html http://www.loc.gov/catdir/toc/cam021/99088504.html |
| work_keys_str_mv | AT fransesphiliphans nonlineartimeseriesmodelsinempiricalfinance AT dijkdickvan nonlineartimeseriesmodelsinempiricalfinance |