Statistics And Finance: An Interface - Proceedings Of The Hong Kong International Workshop On Statistics In Finance

Statistics And Finance: An Interface - Proceedings Of The Hong Kong International Workshop On Statistics In Finance

By: Wai-Sum Chan (editor), Wai Keung Li (editor), Howell Tong (editor)Hardback

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Description

This volume constitutes the proceedings of the Hong Kong International Workshop on Statistics in Finance, held at the University of Hong Kong in July 1999. Topics covered include heavy-tailed and nonlinear continuous-time ARMA models for financial time series, and forecast evaluation.

Product Details

  • ISBN13: 9781860942372
  • Format: Hardback
  • Number Of Pages: 396
  • ID: 9781860942372
  • ISBN10: 1860942377

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