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: High-frequency data returned 3 record(s)

Monday, 08/01/2016

On the Inference of the Spikes for the High-Dimensional Covariance Matrix Based on High-Frequency Data
Keren Shen; JIANFENG YAO, The University of Hong Kong; Wai Keung Li, The University of Hong Kong
11:05 AM

Tuesday, 08/02/2016

Modeling Durations in High-Frequency Data Using Estimating Functions
Yaohua Zhang, University of Connecticut; Jian Zou, Worcester Polytechnic Institute; Nalini Ravishanker, University of Connecticut; Aerambamoorthy Thavaneswaran, University of Manitoba
10:35 AM

ATM: Autoregressive Tail-Index Model for Financial Time Series
Zifeng Zhao, University of Wisconsin - Madison; Zhengjun Zhang, University of Wisconsin - Madison; Rong Chen, Rutgers University
10:50 AM

JSM 2016 Online Program

Keyword Search

ASA Meetings Department

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