This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Keyword Search
|
Keyword Search Criteria: price returned 11 record(s)
|
|
Monday, 08/02/2010
|
Time Series Analyses of Price Indices
MoonJung Cho, Bureau of Labor Statistics; John L. Eltinge, Bureau of Labor Statistics; Patrick A. Bobbitt, Bureau of Labor Statistics; Eungchun Cho, Kentucky State University
|
Arbitrage-Free Linear Price Function Models for the Term Structure of Interest Rates
Andrew F. Siegel, University of Washington
8:50 AM
|
On Estimating the Parameters in Conditional Heteroskedasticity Models by Empirical Likelihood Estimation
Tsung-Lin Cheng, National Changhua University of Education
11:35 AM
|
Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices
Jonathan Stroud, The George Washington University; Michael Johannes, Columbia University; Nicholas Polson, The University of Chicago
2:05 PM
|
|
2010 JSM Online Program Home
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.