Time Series: Applications to Finance with R and S-Plus, Second Edition
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved
Author(s): Ngai Hang Chan
Print ISBN: 9780470583623
Online ISBN: 9781118032466
Book Series: Wiley Series in Probability and Statistics
About the Author
NGAI HANG CHAN, PhD, is Head and Chair Professor of Statistics at the Chinese University of Hong Kong. He has published extensively in the areas of time series, statistical finance, econometrics, risk management, and stochastic processes. A Fellow of the Institute of Mathematical Statistics and the American Statistical Association, Dr. Chan is the coauthor of Simulation Techniques in Financial Risk Management, also published by Wiley.