Statistics And Finance: An Interface - Proceedings Of The Hong Kong International Workshop On Statistics In Finance
Inbunden, Engelska, 2000
Av CHAN WAI SUM, Wai-sum Chan, Wai Keung Li, Howell A M Tong, Wai-Sum Chan
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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.
Produktinformation
- Utgivningsdatum2000-05-03
- Mått161 x 225 x 25 mm
- Vikt658 g
- SpråkEngelska
- Antal sidor396
- FörlagImperial College Press
- EAN9781860942372