A new pairs trading strategy based on linear state space models and the Kalman filter/ (Record no. 36411)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00989n a2200229#a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 37743 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | P5A |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240404163639.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 171010s2014 bl # ### #000 0#eng#d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | P5A |
| Language of cataloging | por |
| Transcribing agency | P5A |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | timpa |
| 090 ## - IMPA CODE FOR CLASSIFICATION SHELVES | |
| IMPA CODE FOR CLASSIFICATION SHELVES | Teses do IMPA |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Moura, Carlos Eduardo Silva de |
| 9 (RLIN) | 8814 |
| 245 12 - TITLE STATEMENT | |
| Title | A new pairs trading strategy based on linear state space models and the Kalman filter/ |
| Statement of responsibility, etc. | Carlos Eduardo Silva de Moura; orientador: Adrian Pizzinga. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Rio de Janeiro: |
| Name of publisher, distributor, etc. | IMPA, |
| Date of publication, distribution, etc. | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 66 p. |
| 490 #0 - SERIES STATEMENT | |
| Series statement | Tese de Mestrado - IMPA |
| -- | 13876 |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Instituto de Matemática Pura e Aplicada - IMPA |
| 697 ## - LOCAL SUBJECT | |
| Local Subject | Teses do IMPA |
| Linkage | 24311 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Pizzinga, Adrian Heringer |
| 9 (RLIN) | 8815 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Instituto de Matemática Pura e Aplicada |
| Koha item type | Thesis |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Not For Loan | Teses (Thesis) | Castorina | Castorina | Estantes Abertas (Open Shelves) | 2017-10-10 | 39063000683683 | 2022-12-02 | 1 | 2022-12-02 | Thesis |