Handbook of financial econometrics and statistics / (Registro nro. 314066)
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| campo de control de longitud fija | 08679nam a22003375i 4500 |
| 001 - NÚMERO DE CONTROL | |
| campo de control | 314066 |
| 003 - IDENTIFICADOR DEL NÚMERO DE CONTROL | |
| campo de control | MX-SnUAN |
| 005 - FECHA Y HORA DE LA ÚLTIMA TRANSACCIÓN | |
| campo de control | 20160429160732.0 |
| 007 - CAMPO FIJO DE DESCRIPCIÓN FÍSICA--INFORMACIÓN GENERAL | |
| campo de control de longitud fija | cr nn 008mamaa |
| 008 - DATOS DE LONGITUD FIJA--INFORMACIÓN GENERAL | |
| campo de control de longitud fija | 160108s2015 xxu| s |||| 0|eng d |
| 020 ## - NÚMERO INTERNACIONAL ESTÁNDAR DEL LIBRO | |
| Número Internacional Estándar del Libro | 9781461477501 |
| -- | 978-1-4614-7750-1 |
| 035 ## - NÚMERO DE CONTROL DEL SISTEMA | |
| Número de control de sistema | vtls000414774 |
| 039 #9 - NIVEL DE CONTROL BIBLIOGRÁFICO Y DETALLES DE CODIFICACIÓN [OBSOLETO] | |
| -- | 201601081055 |
| -- | staff |
| 050 #4 - CLASIFICACIÓN DE LA BIBLIOTECA DEL CONGRESO | |
| Número de clasificación | HG1-HG9999 |
| 245 10 - MENCIÓN DE TÍTULO | |
| Título | Handbook of financial econometrics and statistics / |
| Mención de responsabilidad, etc. | edited by Cheng-Few Lee, John C. Lee. |
| 264 #1 - PRODUCCIÓN, PUBLICACIÓN, DISTRIBUCIÓN, FABRICACIÓN Y COPYRIGHT | |
| Producción, publicación, distribución, fabricación y copyright | New York, NY : |
| Nombre del de productor, editor, distribuidor, fabricante | Springer New York : |
| -- | Springer, |
| Fecha de producción, publicación, distribución, fabricación o copyright | 2015. |
| 300 ## - DESCRIPCIÓN FÍSICA | |
| Extensión | eReference. |
| 336 ## - TIPO DE CONTENIDO | |
| Término de tipo de contenido | texto |
| Código de tipo de contenido | txt |
| Fuente | rdacontent |
| 337 ## - TIPO DE MEDIO | |
| Nombre/término del tipo de medio | computadora |
| Código del tipo de medio | c |
| Fuente | rdamedia |
| 338 ## - TIPO DE SOPORTE | |
| Nombre/término del tipo de soporte | recurso en línea |
| Código del tipo de soporte | cr |
| Fuente | rdacarrier |
| 347 ## - CARACTERÍSTICAS DEL ARCHIVO DIGITAL | |
| Tipo de archivo | archivo de texto |
| Formato de codificación | |
| Fuente | rda |
| 500 ## - NOTA GENERAL | |
| Nota general | Springer eBooks |
| 505 0# - NOTA DE CONTENIDO CON FORMATO | |
| Nota de contenido con formato | Introduction to Financial Econometrics and Statistics -- Experience, Information Asymmetry, and Rational Forecast Bias -- An Overview of Modeling Dimensions for Performance Appraisal of Global Mutual Funds -- Simulation as a Research Tool for Market Architects -- Motivations for Issuing Putable Debt: An Empirical Analysis -- Multi Risk-Premia Model of U.S. Bank Returns: An Integration of CAPM and APT -- Non-Parametric Bounds for European Option Prices -- Can Time-Varying Copulas Improve Mean-Variance Portfolio?- Determinations of Corporate Earnings Forecast Accuracy: Taiwan Market Experience -- Market-Based Accounting Research (MBAR) Models: A Test of ARIMAX Modeling -- An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management -- Assessing Importance of Time-Series versus Cross-Sectional Changes in Panel Data: A Study of International Variations in Ex-Ante Equity Premia and Financial Architecture -- Does Banking Capital Reduce Risk?: An Application of Stochastic Frontier Analysis and GMM Approach -- Evaluating Long-Horizon Event Study Methodology -- Effect of Unexpected Volatility Shocks on Intertemporal Risk-Return Relation -- Combinatorial Methods for Constructing Credit Risk Ratings -- Dynamic Interactions in the Taiwan Stock Exchange: A Threshold VAR Model -- Methods of Denoising Financial Data -- Analysis of Financial Time-Series using Wavelet Methods -- Composite Goodness-of-Fit Tests for Left Truncated Loss Sample -- Effect of Merger on the Credit Rating and Performance of Taiwan Security Firms -- On-/off-the-Run Yield Spread Puzzle: Evidence from Chinese Treasury Markets -- Factor Copula for Defaultable Basket Credit Derivatives -- Panel Data Analysis and Bootstrapping: Application to China Mutual Funds -- Market Segmentation and Pricing of Closed-end Country Funds: An Empirical Analysis -- A Comparison of Portfolios using Different Risk Measurements -- Using Alternative Models and a Combining Technique in Credit Rating Forecasting: An Empirical Study -- Can We Use the CAPM as an Investment Strategy?: An Intuitive CAPM and Efficiency Test -- Group Decision Making Tools for Managerial Accounting and Finance Applications -- Statistics Methods Applied in Employee Stock Options -- Structural Change and Monitoring Tests -- Consequences of Option Pricing of a Long Memory in Volatility -- Seasonal aspects of Australian electricity market -- Pricing Commercial Timberland Returns in the United States -- Optimal Orthogonal Portfolios with Conditioning Information -- MultiFactor, MultiIndicator Approach to Asset Pricing: Method and Empirical Evidence -- Binomial OPM, Black-Scholes OPM and Their Relationship: Decision Tree and Microsoft Excel Approach -- Dividend Payments and Share Repurchases of U.S. Firms: An Econometric Approach -- Term Structure Modeling and Forecasting Using the Nelson-Siegel Model -- The intertemporal relation between expected return and risk on currency -- Quantile Regression and Value-at-Risk -- Earnings Quality and Board Structure: Evidence from South East Asia -- Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination -- Stochastic Volatility Structures and Intra-Day Asset Price Dynamics -- Optimal Asset Allocation under VaR Criterion: Taiwan Stock Market -- Applications of Switching Model in Finance and Accounting -- Matched Sample Comparison Group Analysis -- A Quasi-Maximum Likelihood Estimation Strategy for Value-at-Risk Forecasting: Application to Equity Index Futures Markets -- Computer Technology for Financial Service -- Long-Run Stock Return and the Statistical Inference -- Value-at-Risk Estimation via a Semi-Parametric Approach: Evidence from the Stock Markets -- Modeling Multiple Asset Returns by a Time-Varying t Copula Model -- Internet Bubble Examination with Mean-Variance Ratio -- Quantile Regression in Risk Calibration -- Strike Prices of Options for Overconfident Executives -- Density and Conditional Distribution Based Specification Analysis -- Assessing the Performance of Estimators Dealing with Measurement Errors -- Realized Distributions of Dynamic Conditional Correlation and Volatility Thresholds in the Crude Oil, Gold and Dollar/Pound Currency Markets -- Pre-IT Policy, Post-IT Policy, and the Real Sphere in Turkey -- Determination of Capital Structure: A LISREL Model Approach -- Evaluating the Effectiveness of Futures Hedging -- Evidence on Earning Management by Integrated Oil and Gas Companies -- A Comparative Study of Two Models SV with MCMC Algorithm -- Internal Control Material Weakness, Analysts Accuracy and Bias, and Brokerage Reputation -- What Increases Banks Vulnerability to Financial Crisis: Short-Term Financing or Illiquid Assets?- Accurate Formulae for Evaluating Barrier Options with Dividends Payout and the Application in Credit Risk Valuation -- Pension Funds: Financial Econometrics on the Herding Phenomenon in Spain and the United Kingdom -- Estimating the Correlation of Asset Returns: A Quantile Dependence Perspective -- Multi-Criteria Decision Making for Evaluating Mutual Funds Investment Strategies -- Econometric Analysis of Currency Carry Trade -- Analytical Bounds for Treasury Bond Futures prices -- Rating Dynamics of Fallen Angels and their Speculative Grade-Rated Peers: Static vs. Dynamic Approach -- Creation and Control of Bubbles: Managers Compensation Schemes, Risk Aversion, and Wealth and Short Sale Constraints -- Range Volatility: A Review of Models and Empirical Studies -- Business Models: Applications to Capital Budgeting, Equity Value, and Return Attribution -- VAR Models: Estimation, Inferences, and Applications -- Model Selection for High-Dimensional Problems -- Hedonic Regression Models -- Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence -- Modeling Asset Returns with Skewness, Kurtosis, and Outliers -- Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers: Combined Estimator Approach -- A VG-NGARCH Model for Impacts of Extreme Events on Stock Returns -- Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints -- Implementation Problems and Solutions in Stochastic Volatility Models of the Heston Type -- Stochastic Change-Point Models of Asset Returns and Their Volatilities -- Unspanned Stochastic Volatilities and Interest Rate Derivatives Pricing -- Alternative Equity Valuation Models -- Time Series Models to Predict the Net Asset Value (NAV) of an Asset Allocation Mutual Fund VWELX -- Discriminant Analysis and Factor Analysis: Theory And Method -- Implied Volatility: Theory and Empirical Method -- Measuring Credit Risk in a Factor Copula Model -- Instantaneous Volatility Estimation by Nonparametric Fourier Transform Methods -- A Dynamic CAPM with Supply Effect Theory and Empirical Results -- A Generalized Model for Optimum Futures Hedge Ratio -- Instrument Variable Approach to Correct for Endogeneity in Finance -- Application of Poisson Mixtures in the Estimation of Probability of Informed Trading -- CEO Stock Options and Analysts Forecast Accuracy and Bias -- Option Pricing and Hedging Performance under Stochastic Volatility and Stochastic Interest Rates -- THE LE CHÂTELIER PRINCIPLE OF THE CAPITAL MARKET EQUILIBRIUM -- Econometric Measures of Liquidity. |
| 590 ## - NOTA LOCAL (RLIN) | |
| Nota local | Para consulta fuera de la UANL se requiere clave de acceso remoto. |
| 700 1# - PUNTO DE ACCESO ADICIONAL--NOMBRE DE PERSONA | |
| Nombre de persona | Lee, Cheng-Few, |
| Término indicativo de función/relación | editor. |
| 9 (RLIN) | 302395 |
| 700 1# - PUNTO DE ACCESO ADICIONAL--NOMBRE DE PERSONA | |
| Nombre de persona | Lee, John C, |
| Término indicativo de función/relación | editor. |
| 9 (RLIN) | 317228 |
| 710 2# - PUNTO DE ACCESO ADICIONAL--NOMBRE DE ENTIDAD CORPORATIVA | |
| Nombre de entidad corporativa o nombre de jurisdicción como elemento de entrada | SpringerLink (Servicio en línea) |
| 9 (RLIN) | 299170 |
| 776 08 - ENTRADA/ENLACE A UN FORMATO FÍSICO ADICIONAL | |
| Información de relación/Frase instructiva de referencia | Edición impresa: |
| Número Internacional Estándar del Libro | 9781461477495 |
| 856 40 - LOCALIZACIÓN Y ACCESO ELECTRÓNICOS | |
| Identificador Uniforme del Recurso | <a href="http://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-1-4614-7750-1">http://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-1-4614-7750-1</a> |
| Nota pública | Conectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL) |
| 942 ## - ELEMENTOS DE PUNTO DE ACCESO ADICIONAL (KOHA) | |
| Tipo de ítem Koha | Recurso en línea |
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