JSM 2017 Online Program

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

Keyword Search Criteria: Risk management returned 2 record(s)

Sunday, 07/30/2017

Modeling Maxima in Financial Time Series with Dynamic Generalized Extreme Value Distribution
Zifeng Zhao, University of Wisconsin-Madison; Zhengjun Zhang, University of Wisconsin; Rong Chen, Rutgers University
2:05 PM

Stochastic Tail Index Model for High Frequency Financial Data with Bayesian Analysis
Zhengjun Zhang, University of Wisconsin; Guangyu Mao, Beijing Jiaotong University
4:25 PM