Statistics And Finance: An Interface
by Wai Keung Li /
2000 / English / PDF
15.1 MB Download
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.
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.