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Statistics and Finance
  • Language: en
  • Pages: 396

Statistics and Finance

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 Mixtur...

Diagnostic Checks in Time Series
  • Language: en
  • Pages: 211

Diagnostic Checks in Time Series

  • Type: Book
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  • Published: 2003-12-29
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  • Publisher: CRC Press

Diagnostic checking is an important step in the modeling process. But while the literature on diagnostic checks is quite extensive and many texts on time series modeling are available, it still remains difficult to find a book that adequately covers methods for performing diagnostic checks. Diagnostic Checks in Time Series helps to fill that

Proceedings of the Hong Kong International Workshop on Statistics and Finance
  • Language: en
  • Pages: 384

Proceedings of the Hong Kong International Workshop on Statistics and Finance

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.

Advances in Time Series Methods and Applications
  • Language: en
  • Pages: 293

Advances in Time Series Methods and Applications

  • Type: Book
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  • Published: 2016-12-02
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  • Publisher: Springer

This volume reviews and summarizes some of A. I. McLeod's significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and friends of Dr. McLeod. Covering a diverse range of state-of-the-art topics, this volume well balances applied and theoretical research across fourteen contributions by experts in the field. It will be of interest to researchers and practitioners in time series, econometricians, and graduate students in time series or econometrics, as well as environmental statisticians, data scientists, statisticians interested in graphical models, and researchers in quantitative risk management.

Proceedings of the Hong Kong International Workshop on Statistics and Finance
  • Language: en
  • Pages: 396

Proceedings of the Hong Kong International Workshop on Statistics and Finance

  • Type: Book
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  • Published: 2000
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  • Publisher: Unknown

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.

Time Series and Econometric Modelling
  • Language: en
  • Pages: 406

Time Series and Econometric Modelling

On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb c...

Constancy of Purpose
  • Language: en
  • Pages: 305

Constancy of Purpose

The Faculty of Medicine of the Universit of Hong Kong traces its origins back to the inauguration of the Hong Kong College of Medicine for Chinese on 1 October, 1987, of which Dr Sun Yat-sen was one of the the first and most illustrious graduates, and it accordingly celebrates its centenary in 1987. This volume relates the development of the Faculty from its beginnings and commemorates the establishment of one of the oldest and most reputable medical schools in South East Asia. It is hoped that it will be of special attraction and appeal not only to those connected with the Faculty but also a much wider audience interested in the development of modern medical education in this region.

Biographical Dictionary of Chinese Women, Volume II
  • Language: en
  • Pages: 717

Biographical Dictionary of Chinese Women, Volume II

  • Type: Book
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  • Published: 2015-01-28
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  • Publisher: Routledge

This volume of the Biographical Dictionary of Chinese Women completes the four-volume project and contains more than 400 biographies of women active in the Tang through Ming dynasties (618-1644). Many of the entries are the result of original research and provide the only substantial information on women available in English. Of note is the inclusion of a large number of women who reached positions of authority during this period as well as women artists and writers, especially poets, during this period of increased female literacy and more liberal social attitudes to women's cultural roles. Wherever possible, entries incorporate translations of poems and sometimes prose works so as to let the women speak for themselves. The book also includes a multitude of entertainers and actresses. The volume includes a Guide to Chinese Words Used, a Chronology of Dynasties and Major Rulers, a Finding List by Background or Fields of Endeavor, and a Glossary of Chinese Names. It will prove to be a useful tool for research and teaching.

Daily Giving Service
  • Language: en
  • Pages: 473

Daily Giving Service

In Daily Giving Service: A History of the Diocesan Girls’ School, Hong Kong, Moira M. W. Chan-Yeung and her fellow contributors present a comprehensive history of one of Hong Kong’s oldest girls’ schools. As an alumna of the school, Chan-Yeung traces the history of her alma mater from its establishment in 1860, its development over the last 150 years until the recent decade. Having experienced stability and turbulences in Hong Kong in the twentieth century, the school has become one of the most prominent girl’s schools in the city. In several chapters written by other alumni, various aspects of school life of different eras are reconstructed and remembered. The author and other contr...

Probability, Finance and Insurance
  • Language: en
  • Pages: 253

Probability, Finance and Insurance

This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.This book presents the most recent developments ...