This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Activity Details
174 ! | Mon, 8/2/2010, 10:30 AM - 12:20 PM | CC-302/303 (West) |
Finance-Empirical — Contributed Papers | ||
Business and Economic Statistics Section | ||
Chair(s): Hedibert Freitas Lopes, The University of Chicago Booth School of Business | ||
10:35 AM | Modeling Bond-Trading Behavior Using a Zero-Inflated Multivariate Poisson — Bonnie Kathryn Ray, IBM T.J. Watson Research Center ; Sarah Thomas, Rice University ; Katherine Bennett Ensor, Rice University | |
10:50 AM | Dependence Evolution in International Equity Markets — Tatsuyoshi Okimoto, Hitotsubashi University | |
11:05 AM | Dynamic Correlation Structures in Factor Multivariate Stochastic Volatility Models — Yu-Cheng Ku, North Carolina State University ; Peter Bloomfield, North Carolina State University | |
11:20 AM | Determination of Cointegration Rank in High-Dimensional Systems: Evidence from the World's Major Stock Markets — Alireza Tahai, Mississippi State University | |
11:35 AM | First Significant Digit Distributions in the Credit Crisis — Paul Hofmarcher, WU Wien ; Florian Löcker, Institute for Statistics and Mathematics | |
11:50 AM | Credit Rating Dynamics in the Presence of Structural Breaks — Haipeng Xing, State University of New York at Stony Brook ; Ning Sun, State University of New York at Stony Brook ; Ying Chen, MEAG New York | |
12:05 PM | Floor Discussion |
2010 JSM Online Program Home
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.