| Record ID | marc_columbia/Columbia-extract-20221130-014.mrc:144312438:2013 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-014.mrc:144312438:2013?format=raw |
LEADER: 02013cam a22004214a 4500
001 6940318
005 20221130193512.0
008 080421s2008 enka b 001 0 eng
010 $a 2008017482
020 $a9780521869287 (hbk. : alk. paper)
020 $a0521869285 (hbk. : alk. paper)
020 $a9780521689540 (pbk. : alk. paper)
020 $a0521689546 (pbk. : alk. paper)
024 $a40016063117
035 $a(OCoLC)ocn226984568
035 $a(OCoLC)226984568
035 $a(NNC)6940318
035 $a6940318
040 $aDLC$cDLC$dBTCTA$dBAKER$dYDXCP$dUKM$dOCLCG$dBWKUK
050 00 $aHG4026$b.A342 2008
082 00 $a658.8/82$222
245 00 $aAdvances in credit risk modelling and corporate bankruptcy prediction /$cedited by Stewart Jones and David A. Hensher.
260 $aCambridge, UK ;$aNew York :$bCambridge University Press,$c2008.
300 $ax, 298 pages :$billustrations ;$c26 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aQuantitative methods for applied economics and business research
504 $aIncludes bibliographical references and index.
650 0 $aCredit$xManagement.$0http://id.loc.gov/authorities/subjects/sh85033858
650 0 $aRisk management.$0http://id.loc.gov/authorities/subjects/sh85114200
650 0 $aBankruptcy$xForecasting.
700 1 $aJones, Stewart,$d1964-$0http://id.loc.gov/authorities/names/n2008032171
700 1 $aHensher, David A.,$d1947-$0http://id.loc.gov/authorities/names/n80065981
830 0 $aQuantitative methods for applied economics and business research.$0http://id.loc.gov/authorities/names/no2008049454
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0834/2008017482-b.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0834/2008017482-d.html
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/enhancements/fy0834/2008017482-t.html
852 00 $boff,bus$hHG4026$i.A342 2008