Inbunden, Engelska, 2000
STATISTICS AND FINANCE: AN INTERFACE - PROCEEDINGS OF THE HONG KONG INTERNATIONAL WORKSHOP ON STATISTICS IN FINANCE
Av CHAN WAI SUM, Wai-Sum Chan, Wai Keung Li, Howell Tong
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Beskrivning
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
- Utgivningsdatum: 2000-05-03
- Mått: 161 x 225 x 25 mm
- Vikt: 658 g
- Format: Inbunden
- Språk: Engelska
- Antal sidor: 396
- Förlag: Imperial College Press
- ISBN: 9781860942372
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