Volatility (Record no. 80076)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02110ngm a2200325 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | HST1388_1_2 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UkLoHST |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m c |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|cna|||a|||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | vz|czazum |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 080121s2007 enk|||||||||||s|||v|eng d |
| 028 50 - PUBLISHER NUMBER | |
| Publisher number | 1388 |
| Source | Henry Stewart Talks |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (UkLoHST)5 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (UkLU-K)000868755 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkLU-K |
| Language of cataloging | eng |
| Transcribing agency | UkLU-K |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Christodoulakis, George A., |
| Affiliation | (Advisor at Bank of Greece, Greece) |
| Relator code | spk |
| 245 10 - TITLE STATEMENT | |
| Title | Volatility |
| Medium | [electronic resource] / |
| Statement of responsibility, etc. | George A. Christodoulakis. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | London : |
| Name of publisher, distributor, etc. | Henry Stewart Talks, |
| Date of publication, distribution, etc. | 2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (1 streaming video file (44 min.) : |
| Other physical details | color, sound). |
| 490 1# - SERIES STATEMENT | |
| Series statement | Quantitative financial risk management : fundamentals, models and techniques, |
| International Standard Serial Number | 2056-4570 |
| 500 ## - GENERAL NOTE | |
| General note | Animated audio-visual presentations with synchronized narration. |
| 500 ## - GENERAL NOTE | |
| General note | Title from title frames. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Contents: Volatility is the most heavily used measure of risk in financial decision making. This presentation commences with a discussion on the validity of various measures of risk, and a statement of conditions under which volatility is a good measure. It begins with an explanation of the empirical properties of data and their dynamics and why models need to capture these characteristics. This is followed by a detailed analysis of various approaches of volatility estimation with particular emphasis on dynamic models in both univariate and multivariate contexts. Then techniques for volatility model validation are given together with an explanation of a number of possible pitfalls. Finally, the presentation focuses on out-of-sample volatility forecasting using dynamic models and various methods for volatility forecast evaluation. |
| 506 ## - RESTRICTIONS ON ACCESS NOTE | |
| Terms governing access | Access restricted to subscribers. |
| 538 ## - SYSTEM DETAILS NOTE | |
| System details note | Mode of access: World Wide Web. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial risk management. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Henry Stewart talks. |
| Name of part/section of a work | Business & management collection. |
| -- | Quantitative financial risk management. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://hstalks.com/bm/5/">https://hstalks.com/bm/5/</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://hstalks.com/bm/p/5/">https://hstalks.com/bm/p/5/</a> |
| Materials specified | Series |
No items available.