Proceedings of the Hong Kong International Workshop on Statistics and Finance an interface : Centre of Financial Time Series, the University of Hong Kong, 4-8 July 1999 /
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.
Автор-организации: | Hong Kong International Workshop on Statistics and Finance Centre of Financial Time Series, University of Hong Kong) |
---|---|
Други автори: | Chan, Wai-Sum., Li, Wai Keung, 1953-, Tong, Howell. |
Формат: | Електронен |
Език: | English |
Публикувано: |
London : River Edge, NJ :
Imperial College Press ; Distributed by World Scientific Pub.,
℗♭2000.
|
Предмети: | |
Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=532558 |
Подобни документи: |
Print version::
Proceedings of the Hong Kong International Workshop on Statistics and Finance. |
Резюме: |
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. |
---|---|
Физически характеристики: |
1 online resource (x, 384 pages) : illustrations |
Библиография: |
Includes bibliographical references. |
ISBN: |
9781848160156 1848160151 |