This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
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Keyword Search Criteria: GARCH returned 10 record(s)
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Tuesday, 08/03/2010
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Risky Business: The 'Failures' of Risk Management
Christine Wu, North Carolina State University; John Ryland Pigg, North Carolina State University
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Seasonal Volatility Models
Ankit Doshi, University of Manitoba; Julieta Frank, University of Manitoba; Aerambamoorthy Thavaneswaran, University of Manitoba
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Autocontour-Based Evaluation of Out-of-Sample Density Forecasts
Emre Yoldas, Bentley University; Gloria Gonzalez-Rivera, University of California, Riverside
8:50 AM
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Outliers in GARCH Models and the Estimation of Risk Measures
Helena Veiga, Universidad Carlos III de Madrid; Aurea Grané, Universidad Carlos III de Madrid
9:20 AM
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2010 JSM Online Program Home
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