Proceedings of the Hong Kong International Workshop on Statistics and Finance
Author | : Tong Howell Li Wai Keung Chan Wai-Sum |
Publisher | : |
Total Pages | : 396 |
Release | : 2000 |
ISBN-10 | : 1848160151 |
ISBN-13 | : 9781848160156 |
Rating | : 4/5 (156 Downloads) |
Book Synopsis Proceedings of the Hong Kong International Workshop on Statistics and Finance by : Tong Howell Li Wai Keung Chan Wai-Sum
Download or read book Proceedings of the Hong Kong International Workshop on Statistics and Finance written by Tong Howell Li Wai Keung Chan Wai-Sum and published by . This book was released on 2000 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.