Proceedings of the Hong Kong International Workshop on Statistics and Finance: An Interface

Proceedings of the Hong Kong International Workshop on Statistics and Finance: An Interface Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999

Hardback (03 May 2000)

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Publisher's Synopsis

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.

Book information

ISBN: 9781860942372
Publisher: Imperial College Press
Imprint: Imperial College Press
Pub date:
DEWEY: 332.015195
DEWEY edition: 21
Language: English
Number of pages: 384
Weight: 658g
Height: 230mm
Width: 161mm
Spine width: 25mm