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Statistics and Finance: An Interface 14.0%OFF

Statistics and Finance: An Interface

by Wai-Sum Chan, Wai Keung Li and Howell Tong

  • ISBN

    :  

    9781860942372

  • Publisher

    :  

    World Scientific Publishing Company

  • Subject

    :  

    Economics, Finance & Accounting, Mathematics

  • Binding

    :  

    HARDCOVER

  • Pages

    :  

    384

  • Year

    :  

    2000

₹

22349.0

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₹

19220.0

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  • 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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