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 1999Wai-Sum Chan, Wai Keung Li, Howell Tong 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. |
