Online Program Home
My Program

Keyword Search

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

Keyword Search Criteria: stochastic volatility model returned 3 record(s)
Monday, 07/30/2018
Bayesian Variable Selection of Stochastic Volatility Models in Financial Time Series
Feng Chi Liu


Tuesday, 07/31/2018
Change-Point Problem Fro Long Memory Stochastic Volatility Models
Rafal Kulik, University of Ottawa
9:15 AM

Efficiently Combining Pseudo Marginal and Particle Gibbs Sampling
David Gunawan, University of New South Wales; Christopher Carter, University of New South Wales; Robert Kohn, Univ of New South Wales
3:25 PM