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.


308	Tue, 8/2/2011, 8:30 AM - 10:20 AM	CC-B114
Robust Methods and Methods for Heavy Tails — Contributed Papers
Business and Economic Statistics Section
Chair(s): Kamal Hamidieh, Rice University
8:35 AM	GEL Estimation for Semi-Strong Nonlinear GARCH with Robust Empirical Likelihood Inference — Jonathan Hill, The University of North Carolina ; Artem Prokhorov, Concordia University
8:50 AM	Partially Linear Modeling for Conditional Quantile — Chaojiang Wu, University of Cincinnati ; Yan Yu, University of Cincinnati
9:05 AM	Quantile Autocorrelation Function and Quantile Partial Autocorrelation Function — Yang Li, University of Hong Kong
9:20 AM	Inference in Predictive Quantile Regressions — Alex Maynard, University of Guelph ; Katsumi Shimotsu, Hitotsubashi University ; Yini Wang, Queen's University
9:35 AM	Least Squares Estimation and Order Selection for Heavy-Tailed ARMA Time Series with GARCH Innovations — Huanhuan Wang, Northwestern University ; Beth Andrews, Northwestern University
9:50 AM	Assessing Extremal Dependence in Equity Markets — Jose Faias, Universidade Catolica Portuguesa ; Miguel de Carvalho, Ecole Polytechnique Fédérale de Lausanne, Swiss Federal Institute of Technology ; António Rua, Banco de Portugal
10:05 AM	Systematic Risk Under Extremely Adverse Market Conditions — Chen Zhou, Erasmus University ; Maarten van Oordt, De Nederlandsche Bank

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.