Statistics and Finance: An Interface
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Book Details
PublisherImperial College Press
ISBN / ASIN1860942377
ISBN-139781860942372
AvailabilityUsually ships in 24 hours
Sales Rank15,903,056
CategoryBusiness & Economics
MarketplaceUnited States 🇺🇸
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.
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