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This is the preliminary program for the 2008 Joint Statistical
Meetings in Denver, Colorado.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2008 Program page |
= Applied Session,
= Theme Session,
= Presenter|
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| 79 | Mon, 8/4/08, 8:30 AM - 10:20 AM | CC-110 |
| Financial Econometrics - Invited - Papers | ||
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Business and Economics Statistics Section |
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| Organizer(s): Philippe Soulier, Université Paris X | ||
| Chair(s): Philippe Soulier, Université Paris X | ||
| 8:35 AM |
Inference for Lévy-Driven, Continuous-Time ARMA Processes —  Richard A. Davis, Columbia University; Peter J. Brockwell, Colorado State University; Yu Yang, Colorado State University
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| 9:05 AM |
Microstructure Noise, Integrated Volatility, and Rounding Error — Mathieu Rosenbaum, University Paris-Est and CREST-ENSAE
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| 9:35 AM |
A Levy-Driven, Continuous-Time GARCH Process — Alexander Lindner, TU Braunschweig
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| 10:05 AM | Floor Discussion | |
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JSM 2008
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |