Proceedings of the Hong Kong International Workshop on Statistics and Finance

Proceedings of the Hong Kong International Workshop on Statistics and Finance
Author :
Publisher :
Total Pages : 396
Release :
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.


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