000			01829 a2200337 4500
001			200045545
999			_c200045545 _d33322
003			TR-AnTOB
005			20200507130406.0
008			120901r20032009nyu 001 0
020			_a9780415426695
040			_aDLC _dTR-AnTOB
041			_aeng
050	0	0	_aHG106 _b.W36 2009
090			_aHG106 .W36 2009
100	1		_aWang, Peijie, _d1965- _984247
245	1	0	_aFinancial econometrics / _cPeijie Wang.
250			_a2nd ed.
264		1	_aNew York, NY : _bRoutledge, _c2009.
300			_axv, 320 p. : _bill ; _c24 cm.
504			_aIncludes bibliographical references and index.
505			_aI.Stochastic processes and financial data generating processes -- II.Commonly applied statistical distributions and their relevance -- III.Overview of estimation methods -- IV.Unit roots, cointegration and other comovements in time series -- V.Time-varying volatility models:GARCH and stochastic -- VI.Shock persistence and impulse response analysis -- VII.Modelling regime shifts:Markov switching models -- VIII.Present value models and tests for rationality and market efficiency -- IX.State space models and the Kalman filter -- X.Frequency domain analysis of time series -- XI.Limited dependent variables and discrete choice models -- XII.Limited dependent variables and truncated and censored samples -- XIII.Panel data analysis -- XIV.Research tools and sources of information
650		0	_aFinans _zTürkiye _xEkonometrik modeller _919696
650		0	_aFinance _zTurkey _xEconometric models _919698
650		0	_aStochastic processes _9482
650		0	_aStokastik işlemler _921175
650		0	_aZaman serileri analizi _984248
650		0	_aTime-series analysis _93619
856	4	1	_uhttp://www.loc.gov/catdir/toc/fy0903/2008004917.html _3Table of contents only
942			_cBK