Name: 2018 Joint Statistical Meetings
Start: 2018-07-28T07:00:00+00:00
End: 2018-08-02
Location: Vancouver Convention Centre

Legend:
CC = Vancouver Convention Centre F = Fairmont Waterfront Vancouver
* = applied session ! = JSM meeting theme

Keyword Search Criteria: GARCH returned 4 record(s)

Sunday, 07/29/2018

Factor GARCH-Ito Models for High-Frequency Data with Application to Large Volatility Matrix Prediction
Donggyu Kim, KAIST; Jianqing Fan, Princeton University
2:45 PM

Monday, 07/30/2018

Spatial Correlation in Weather Forecast Accuracy: A Functional Time Series Approach
Phillip Alexander Jang, Cornell University
9:00 AM

Tuesday, 07/31/2018

JSM 2018 Online Program