Fondul de carte al Bibliotecii BNR se regăsește integral în catalogul on-line.
Pentru a realiza o căutare utilizați unul dintre următoarele criterii: titlul sau cuvinte din titlu, autorul, subiectul, locul apariției, editura, anul apariției, ISBN.
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Journal of monetary economics01/06/1999»»»
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Journal of monetary economics01/06/1999»»»
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Journal of monetary economics01/10/2002»»»
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Journal of monetary economics»»»
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Journal of monetary economics01/01/2002»»»
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Journal of monetary economics01/01/2002»»»
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Journal of monetary economics01/03/2002»»»
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Journal of monetary economics01/04/2002»»»
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Journal of monetary economics01/07/2002»»»
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Journal of monetary economics01/09/2002»»»
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Journal of monetary economics01/11/2002»»»
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Journal of monetary economics01/01/2003»»»
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Journal of monetary economics01/01/2003»»»
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Journal of monetary economics01/03/2003»»»
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Journal of monetary economics01/04/2003»»»
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Journal of monetary economics01/05/2003»»»
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Journal of monetary economics01/07/2003»»»
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Journal of monetary economics01/09/2003»»»
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Journal of monetary economics01/10/2003»»»
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Journal of monetary economics01/11/2003»»»
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Journal of monetary economics01/01/2004»»»
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Journal of monetary economics01/01/2004»»»
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Journal of monetary economics01/03/2004»»»
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Journal of monetary economics01/04/2004»»»
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Jump-type Levy processes2009»»»
Eberlein, Ernst
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Levy-Driven continuous time ARMA processes2009»»»
Brockwell, Peter J.
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Limit Order Markets: A Survey2008»»»
Parlour, Christine A.
Seppi, Duane J.
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Linear factor models in finance2005»»»
Knight, John
Satchell, Stephen
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Market design using agent-based models2006»»»
Marks, Robert
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Markov chain Monte Carlo2009»»»
Johannes, Michael
Polson, Nicholas
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Matlab : a practical introduction to programming and problem solving2012»»»
Attaway, Stormy
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Maximum likelihood and gaussian estimation of continuous time models in finance2009»»»
Phillips, Peter C. B.
Yu, Jun
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Model selection2009»»»
Leeb, Hannes
Potscher, Benedikt M.
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Modelling financial high frequency data using point processes2009»»»
Bauwens, Luc
Hautsch, Nikolaus
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Moment-based estimation of stochastic volatility models2009»»»
Renault, Eric
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Multivariate GARCH models2009»»»
Silvennoinen, Annastiina
Terasvirta, Timo
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Multivariate stochastic volatility2009»»»
Chib, Siddhartha
Omori, Yasuhiro
Asai, Manabu
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Nonparametric modeling in financial time series2009»»»
Franke, Jurgen
Kreiss, Jens Peter
Mammen, Enno
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Numerical methods for linear control systems : design and analysis2004»»»
Datta, Biswa Nath
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Operational risk control with Basel II : basic principles and capital requirements2004»»»
Chorafas, Dimitris N.
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Optimal Industrial Structure in Banking2008»»»
Mester, Loretta J.
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Option Pricing2009»»»
Kallsen, Jan
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Ornstein-Uhlenbeck processes and extensions2009»»»
Maller, Ross A.
Muller, Gernot
Szimayer, Alex
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Out-of-equilibrium economics and agent-based modeling2006»»»
Arthur, W. Brian
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Parameter estimation and practical aspects of modeling stochastic volatility2009»»»
Jungbacker, Borus
Koopman, Siem Jan
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Parametric inference for discretely sampled stochastic differential equations2009»»»
Sorensen, Michael
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Particle filtering2009»»»
Johannes, Michael
Polson, Nicholas
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Performance Measurement and Evaluation2008»»»
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Practical issues in the analysis of unvariate GARCH models2009»»»
Zivot, Eric
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Pricing and hedging interest and credit risk sensitive instruments2005»»»
Skinner, Frank
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