Proceedings of the Hong Kong International Workshop on Statistics and Finance: an interface : Centre of Financial Time Series, t…
by Chan, Wai-Sum, Tong, Howell, Hong Kong International Workshop on Statistics and Finance, Centre of Financial Time Series, University of Hong Kong), Li, Wai Keung
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Type: Book
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 evalu…
