Statistics and Finance: An Interface

by W.S. Chan (Editor), Wai Keung Li (Editor), Howell A M Tong (Editor)

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.

396 pages, Hardcover

First published January 15, 2000