| Tag |
First Indicator |
Second Indicator |
Subfields |
| LEADER |
00000cam a22000001i 4500 |
| 001 |
in00003462021 |
| 006 |
m |o d | |
| 007 |
cr |n||||||||| |
| 008 |
140613s2014 nju ob 001 0 eng d |
| 005 |
20250816213803.4 |
| 020 |
|
|
|a 1400850320 (electronic bk.)
|
| 020 |
|
|
|a 9781400850327 (electronic bk.)
|
| 020 |
|
|
|z 9780691161433 (hardback)
|
| 020 |
|
|
|z 0691161437 (hardback)
|
| 035 |
|
|
|a (NhCcYBP)ebr10874631
|
| 040 |
|
|
|a NhCcYBP
|c NhCcYBP
|d UtOrBLW
|
| 050 |
|
4 |
|a HG106
|b .A3873 2014
|
| 082 |
0 |
4 |
|a 332.01/5195
|2 23
|
| 084 |
|
|
|a BUS021000
|a BUS027000
|a BUS069030
|2 bisacsh
|
| 100 |
1 |
|
|a Aït-Sahalia, Yacine.
|
| 245 |
1 |
0 |
|a High-frequency financial econometrics /
|c Yacine Aït-Sahalia, Jean Jacod.
|
| 264 |
|
1 |
|a Princeton :
|b Princeton University Press,
|c 2014.
|
| 300 |
|
|
|a 1 online resource.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
| 500 |
|
|
|a Description based on print version record.
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 588 |
|
|
|a Description based on print version record.
|
| 500 |
|
|
|a Electronic resource.
|
| 650 |
|
0 |
|a Finance
|x Econometric models.
|
| 650 |
|
0 |
|a Econometrics.
|
| 655 |
|
7 |
|a Electronic books.
|2 local
|
| 700 |
1 |
|
|a Jacod, Jean.
|
| 710 |
2 |
|
|a ebrary, Inc.
|
| 776 |
1 |
8 |
|c Original
|z 9780691161433
|z 0691161437
|w (DLC) 2013045702
|
| 856 |
4 |
1 |
|u https://ebookcentral.proquest.com/lib/tamucs/detail.action?docID=1603116
|y Connect to the full text of this electronic book
|t 0
|
| 955 |
|
|
|a PDA YBP record
|
| 999 |
f |
f |
|s 801d369d-e113-3a37-a3d4-67098cef7957
|i f0ccafd3-e9d0-33c7-a3c1-012b29567372
|t 0
|
| 999 |
|
|
|a MARS
|
| 952 |
f |
f |
|a Texas A&M University
|b College Station
|c Electronic Resources
|d Available Online
|t 0
|e HG106 .A3873 2014
|h Library of Congress classification
|
| 998 |
f |
f |
|a HG106 .A3873 2014
|t 0
|l Available Online
|