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

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Keyword Search Criteria: leverage effect returned 2 record(s)
Tuesday, 08/03/2010
Skew Factor Models and Dynamic Skew Factor Models
Beverly Jane Gaucher, Texas A&M University


Thursday, 08/05/2010
Studying the Leverage Effect Based on High-Frequency Data
Yacine Ait-Sahalia, Princeton University; Jianqing Fan, Princeton University; Yingying Li, Hong Kong University of Science and Technology
9:50 AM




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