JSM 2017 Online Program

Legend:
CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme

Keyword Search Criteria: GARCH model returned 3 record(s)

Monday, 07/31/2017

Regime Switching Asymmetric-GARCH Models for Estimating Financial Risk in the Nigerian Stock Index
Mary Akinyemi, University of Lagos; Georgi Boshnakov, University of Manchester
12:05 PM

Wednesday, 08/02/2017

An Investigation of Conditional Heteroscedasticity Structural Change in S&P 500 Returns
Jinyu Du; V A Samaranayake, Missouri University of Science and Technology

Estimation of GARCH Process by Empirical Likelihood
Kenichiro Tamaki, Waseda University
12:05 PM