Statistics: It's Essential
July 29 - August 3, 2017
Baltimore Convention Center
JSM 2017 Online Program
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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