| Statistics and Finance: An Interface - Proceedings of the Hong Kong International Workshop on Statistics in Finance Contributor(s): Chan, Wai-Sum (Editor), Li, Wai Keung (Editor), Tong, Howell A. M. (Editor) |
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ISBN: 1860942377 ISBN-13: 9781860942372 Publisher: Imperial College Press OUR PRICE: $166.25 Product Type: Hardcover Published: May 2000 |
| Additional Information |
| BISAC Categories: - Business & Economics | Statistics - Business & Economics | Finance - General - Business & Economics | Accounting - General |
| Dewey: 332 |
| LCCN: 00035100 |
| Physical Information: 0.99" H x 6.34" W x 8.87" (1.45 lbs) 396 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |