This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Keyword Search

Keyword Search Criteria: GARCH model returned 3 record(s)
Tuesday, 08/03/2010
Autocontour-Based Evaluation of Out-of-Sample Density Forecasts
Emre Yoldas, Bentley University; Gloria Gonzalez-Rivera, University of California, Riverside
8:50 AM

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

Wednesday, 08/04/2010
The Nonparametric Maximum Likelihood Estimation for Gaussian Mixture Innovations of GARCH Model
Taewook Lee, Hankuk University of Foreign Studies; Byungtae Seo, Texas Tech University
9:35 AM




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