JSM 2016 Online Program

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Sessions Were Renumbered as of May 19.

Legend:
CC-W = McCormick Place Convention Center, West Building,   CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,   UC= Conference Chicago at University Center
* = applied session       ! = JSM meeting theme

Keyword Search Criteria: Financial data returned 5 record(s)

Monday, 08/01/2016

Volatility Inference Using High-Frequency Financial Data and Efficient Computations
Jian Zou, Worcester Polytechnic Institute
8:35 AM

Tuesday, 08/02/2016

Small Noise Asymptotics in High-Frequency Financial Econometrics
Daisuke Kurisu, University of Tokyo

Least Tail-Trimmed Absolute Deviation Estimation for Autoregressions with Infinite/Finite Variance
Rongning Wu, Baruch College
9:35 AM

Wednesday, 08/03/2016

Dating Structural Breaks in Functional Data Without Dimension Reduction
Ozan Sonmez, University of California at Davis; Alex Aue, University of California at Davis; Gregory Rice, University of Waterloo
11:20 AM

Thursday, 08/04/2016

Use of Phase Plots to Explore Financial Data
Mahbubul Majumder, University of Nebraska - Omaha; John Konvalina, University of Nebraska - Omaha
10:50 AM

JSM 2016 Online Program

Keyword Search

ASA Meetings Department

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