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

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Wai-Sum Chan, Wai Keung Li, Howell Tong
Imperial College Press, Jan 1, 2000 - Business & Economics - 384 pages
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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.

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