Στοιχεία MARC
| 000 -LEADER |
|---|
| fixed length control field |
02696nam a2200289 i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
GR-PaULI |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20220110112044.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
091119m20109999 a g b 1 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780444535542 |
| Qualifying information |
(set) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
978044450973 |
| Qualifying information |
(τ.1) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
GR-PaULI |
| Language of cataloging |
gre |
| Transcribing agency |
GR-PaULI |
| Modifying agency |
GR-AiPI |
| Description conventions |
AACR2 |
| 041 0# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.015 195 |
| Edition number |
23 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Handbook of financial econometrics / |
| Statement of responsibility, etc. |
edited by Yacine Ait-Sahalia, Lars Peter Hansen. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
Amsterdam : |
| Name of publisher, distributor, etc. |
Elsevier, |
| Date of publication, distribution, etc. |
c2010- |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 τ. : |
| Other physical details |
εικ. ; |
| Dimensions |
25 εκ. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Handbooks in Finance |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Περιλαμβάνει βιβλιογραφίες και ευρετήριο. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Vol. 1. Tools and Techniques -- 1. Operator methods for continuous-time markov processes / Yacine Aït-Sahalia and Lars Peter Hansen -- 2.Parametric and nonparametric volatility measurement / Torben G. Andersen, Tim Bollerslev, and Francis Diebold -- 3.Nonstationary continuous-time processes / Federico M. Bandi and Peter C.B. Phillips -- 4.<br/>Estimating functions for discretely sampled diffusion-type models / Bo M. Bibby, Martin Jacobsen, and Michael Sørensen -- 5. Portfolio choice problems / Michael W. Brandt -- 6.Heterogeneity and portfolio choice : theory and evidence / Stephanie E. Curcuru ... [et al.]. Analysis of high frequency data / Robert F. Engle and Jeffrey R. Russell -- 7.Simulated score methods and indirect inference for continuous-time models / A. Ronald Gallant and G. Tauchen -- 8. The econometrics of option pricing / Rene Garcia, E. Ghysels, and Eric Renault -- 9.Value at risk / Christian Gourieroux and J. Jasiak -- 10. MCMC methods for continuous-time financial econometrics / Michael Johannes and Nicholas Polson -- 11.<br/>Measuring and modeling variation in the risk-return tradeoff / Martin Lettau and Sidney C. Ludvigson -- 13. Affine term structure models / Monika Piazzesi -- Vol. 2 :Αpplications -- . 13.MCMC Methods for Continuous-Time Financial Econometrics / Michael Johannes, Nicholas Polson -- 14. The Analysis of the Cross Section of Security Returns / Ravi Jagannathan, Giorgios Skoulakis, Zhenyu Wang -- 15. Option Pricing Bounds and Statistical Uncertainty / Per A. Mykland -- 16. Inference for Stochastic Processes/ Jean Jacod -- 17. Stock market Trading Volume / Andrew W. Lo, Jiang Wang. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Οικονομικά |
| General subdivision |
Μαθηματικά μοντέλα |
| 9 (RLIN) |
12280 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Οικονομετρία |
| 9 (RLIN) |
1565 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| 9 (RLIN) |
21921 |
| Personal name |
Ait-Sahalia, Yacine |
| Relator term |
επιμελητής. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| 9 (RLIN) |
21922 |
| Personal name |
Hansen, Lars Peter |
| Relator term |
επιμελητής. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| 9 (RLIN) |
188423 |
| Uniform title |
Handbooks in Finance |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book [21] |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Cataloger's initials, CIN (RLIN) |
ΚΟΚΟΤΟΥ |
| First Date, FD (RLIN) |
2021-11 |
