JSM 2011 Online Program
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Activity Details
|
|||
107 * ! | Mon, 8/1/2011, 8:30 AM - 10:20 AM | CC-D231/232 | |
Quantile Regression, Time Series, and Extremes with Applications to Business Forecasting and Risk Management — Invited Papers | |||
Business and Economic Statistics Section , International Indian Statistical Association , Section on Nonparametric Statistics , Section on Risk Analysis | |||
Organizer(s): Katherine Bennett Ensor, Rice University | |||
Chair(s): Katherine Bennett Ensor, Rice University | |||
8:35 AM | Recovering the Tail Shape Parameter of the Risk Neutral Density from Option Prices — Kamal Hamidieh, Rice University | ||
9:00 AM | Sparse-Moving Maxima Models for Extreme Dependence in Multivariate Financial Time Series — Zhengjun Zhang, University of Wisconsin | ||
9:25 AM | A Gini Autocovariance Function: Formulation, Properties, Estimation, and Applications — Robert Serfling, The University of Texas at Dallas | ||
9:50 AM | Can Robust Quantile Regression Improve Valuation of Baseball Players? — Jonathan Lane, Rice University ; David W. Scott, Rice University | ||
10:15 AM | Floor Discussion |
2011 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.