JSM 2011 Online Program

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Keyword Search

Keyword Search Criteria: Stochastic volatility returned 4 record(s)
Monday, 08/01/2011
Learning Made Easy: A Marginalized Resample-Move Approach
Junye Li, ESSEC Business School
8:50 AM

Tuesday, 08/02/2011
Seasonal Stochastic Volatility Models
Julieta Frank, University of Manitoba; Melody Ghahramani, University of Winnipeg; Aerambamoorthy Thavaneswaran, University of Manitoba


Thursday, 08/04/2011
Identication Problem in the Multivariate Stochastic Volatility Model with Dynamic Correlations
Ye Liu, North Carolina State University
10:35 AM

Probabilistic Forecasts of Volatility and Its Risk Premia
Worapree Maneesoonthorn, Monash University
11:35 AM




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