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.
| ISBN-13: | 9781860942372 |
| ISBN-10: | 1860942377 |
| Publisher: | Imperial College Press |
| Publication date: | 2000-01-01 |
| Edition description: | First Edition |
| Pages: | 384 |
| Product dimensions: | Height: 8.87 Inches, Length: 6.34 Inches, Weight: 1.45 Pounds, Width: 0.99 Inches |
| Author: | Wai-Sum Chan, Wai Keung Li, Howell Tong |
| Language: | en |
| Binding: | Hardcover |
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