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This is the preliminary program for the 2007 Joint Statistical
Meetings in Salt Lake City, Utah.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2007 Program page |
= Applied Session,
= Theme Session,
= Presenter| 180 | Mon, 7/30/07, 2:00 PM - 3:50 PM | CC-355 E |
| Financial Econometrics - Invited - Papers | ||
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IMS |
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| Organizer(s): Jianqing Fan, Princeton University | ||
| Chair(s): Tony Cai, University of Pennsylvania | ||
| 2:05 PM |
Local Parametric Inference in the Hidden Semimartingale Model —  Per A. Mykland, The University of Chicago
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| 2:35 PM |
Parameter Estimation of Diffusion Process with Sequential Monte Carlo — Rong Chen, University of Illinois at Chicago
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| 3:05 PM |
Heterogeneous Autoregressive Realized Volatility Model — Yazhen Wang, University of Connecticut
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| 3:35 PM | Floor Discussion | |
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JSM 2007
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |