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

著者

• Hong Kong International Workshop on Statistics in Finance
• Chan, Wai-Sum
• Li, Wai Keung
• Tong, Howell

書誌事項

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

editors, Wai-Sum Chan, Wai Keung Li & Howell Tong

Imperial College Press, c2000

タイトル別名

Statistics and finance : an interface

注記

Includes bibliographical references

内容説明・目次

内容説明

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.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA47005635
• ISBN:
  • 1860942377
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: London
• ページ数/冊数: x, 384 p.
• 大きさ: 23 cm
• 分類:
  • NDC9 : 338.01