JSM 2016 Online Program

Keyword Search

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: Stochastic Volatility returned 2 record(s)

Thursday, 08/04/2016

Bayesian Dynamic Linear Models for Strategic Asset Allocation
Jared Fisher, The University of Texas McCombs School of Business; Carlos Carvalho, The University of Texas; Davide Pettenuzzo, Brandeis University
8:50 AM

Bayesian Modeling of High-Frequency Crude Oil Prices
Jonathan Stroud, Georgetown University; Michael Johannes, Columbia University; Norman Seeger, VU University
11:25 AM

JSM 2016 Online Program

Keyword Search

ASA Meetings Department

Share