Statistics And Finance An Interface Proceedings Of The Hong Kong International Workshop On Statistics In Finance is popular PDF and ePub book, written by Wai-sum Chan in 2000-04-28, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Statistics And Finance An Interface Proceedings Of The Hong Kong International Workshop On Statistics In Finance can be Read Online from any device for your convenience.
Statistics And Finance An Interface Proceedings Of The Hong Kong International Workshop On Statistics In Finance Book PDF Summary
Contents:Heavy-Tailed and Nonlinear Continuous-Time ARMA Models for Financial Time Series (P J Brockwell)Nonlinear State Space Model Approach to Financial Time Series with Time-Varying Variance (G Kitagawa & S Sato)Nonparametric Estimation and Bootstrap for Financial Time Series (J-P Kreiβ)A Note on Kernel Estimation in Integrated Time Series (Y-C Xia et al.)Stylized Facts on the Temporal and Distributional Properties of Absolute Returns: An Update (C W J Granger et al.)Volatility Computed by Time Series Operators at High Frequency (U A Müller)Missing Values in ARFIMA Models (W Palma)Second Order Tail Effects (C G de Vries)Bayesian Estimation of Stochastic Volatility Model via Scale Mixtures Distributions (S T B Choy & C M Chan)On a Smooth Transition Double Threshold Model (Y N Lee & W K Li)Interval Prediction of Financial Time Series (B Cheng & H Tong)A Decision Theoretic Approach to Forecast Evaluation (C W J Granger & M H Pesaran)Portfolio Management and Market Risk Quantification Using Neural Networks (J Franke)Detecting Structural Changes Using Genetic Programming with an Application to the Greater-China Stock Markets (X B Zhang et al.)and other papers Readership: Researchers in finance, time series analysis, economics and actuarial science, as well as investment bankers, stock market analysts and risk managers. Keywords:Proceedings;Workshop;Statistics;Finance;Hongkong (China)
Detail Book of Statistics And Finance An Interface Proceedings Of The Hong Kong International Workshop On Statistics In Finance PDF
- Author : Wai-sum Chan
- Release : 28 April 2000
- Publisher : World Scientific
- ISBN : 9781783261666
- Genre : Mathematics
- Total Page : 396 pages
- Language : English
- PDF File Size : 16,5 Mb
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