Statistics and Finance: An Interface [Hardcover] Chan, Wai-Sum; Li, Wai Keung and Tong, Howell A M

SKU: 1009ZO1YLTR

£ 100.00

Publisher : Imperial College Press; 1st edition (January 15, 2000)
Language : English
Hardcover : 396 pages
ISBN-10 : 1860942377
ISBN-13 : 978-1860942372
Item Weight : 1.45 pounds
Dimensions : 6.34 x 0.99 x 8.87 inches

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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.

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