JSM 2017 Online Program

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

Keyword Search Criteria: Stochastic Volatility returned 4 record(s)

Monday, 07/31/2017

Antarctic Subglacial Lake Detection Via a Discrete State-Switching Stochastic Volatility Model
Alyssa Jones, The University of Texas at Austin; Wesley Tansey, University of Texas at Austin; James Scott, The University of Texas at Austin; Jamin Greenbaum, The University of Texas at Austin

Tuesday, 08/01/2017

Multivariate Stochastic Volatility Modeling via the Spectral Decomposition
Victor Solo, University of New South Wales
2:20 PM

Modeling of Stock Indices with HMM-SV Models
John Wulu, DHS/ICE & HSI; Edesiri B Nkemnole, Department of Mathematics, University of Lagos; John T Wulu, University of Maryland University College
2:20 PM

Thursday, 08/03/2017

Multivariate Models of Realized Beta and Stochastic Volatility
Katherine Ensor, Rice University
9:55 AM

JSM 2017 Online Program

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