Statistics And Finance: An Interface - Proceedings Of The Hong Kong International Workshop On Statistics In Finance (Bog, Hardback, Engelsk)
Forlag:
Imperial College Press
Format:
Hardback
Type:
Bog
Sprog:
Engelsk
ISBN-13:
9781860942372
Udgivelsesdato:
03-05-2000
Første udgivelsesår:
2000
Originalsprog:
United Kingdom
Sideantal:
396
Indbinding:
Hardback
Forlag:
Imperial College Press
Sideoplysninger:
396 pages
Vurdering:
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Beskrivelse
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.