JSM 2017 Online Program

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

Keyword Search Criteria: structural change returned 2 record(s)

Sunday, 07/30/2017

GRADIENT-BASED STRUCTURAL CHANGE DETECTION for NON-STATIONARY TIME SERIES M-ESTIMATION
Zhou Zhou, University of Toronto
4:45 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