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

Proceedings of the Hong Kong International Workshop on Statistics and Finance: An Interface, held in Hong Kong, on July 4-8, 1999. Contents include long memory and value at risk, volatility, forecasting, applications, and more.

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Опубликовано: London Imperial College Press 2000
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