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Statistics And Finance: An Interface – Proceedings Of The Hong Kong International Workshop On Statistics In Finance
Author(s): Wai-sum Chan (Editor), Wai Keung Li (Editor), Howell A M Tong (Editor)
- Publisher: Imperial College Press
- Publication Date: 3 May 2000
- Language: English
- Print length: 396 pages
- ISBN-10: 1860942377
- ISBN-13: 9781860942372
Book 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.
