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

Keyword Search

Keyword Search Criteria: Kurtosis returned 3 record(s)
Tuesday, 08/03/2010
Seasonal Volatility Models
Ankit Doshi, University of Manitoba; Julieta Frank, University of Manitoba; Aerambamoorthy Thavaneswaran, University of Manitoba


Modeling Threshold Conditional Heteroscedasticity with Regime-Dependent Skewness and Kurtosis
Wai Keung Li, The University of Hong Kong
9:05 AM

Wednesday, 08/04/2010
Modeling Skewness and Kurtosis with the S-EGSH
David C. Vaughan, Wilfrid Laurier University
9:35 AM




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