Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
Activity Details
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| 396 * | Tue, 8/5/2014, 2:00 PM - 3:50 PM | CC-206B | |
| Financial Time Series Modeling — Contributed Papers | |||
| Business and Economic Statistics Section | |||
| Chair(s): Daniel Graham, Imperial College London | |||
| 2:05 PM | Point Processes with Coincidences and High-Frequency Finance — Victor Solo, University of New South Wales ; Ahmed Pasha, University of New South Wales | ||
| 2:20 PM | Multi-Factor Discretely Observed Vasicek Term Structure Models with non-Gaussian Innovations and Its Applications to the Japanese Government Bond Markets — Takayuki Shiohama, Tokyo University of Science | ||
| 2:35 PM | Properties of Nonlinear Transformations of Non-Gaussian Linear Processes — Yongli Sang ; Hailin Sang, University of Mississippi | ||
| 2:50 PM | Estimation and Prediction Under Asymmetric Loss — Yvonne Zubovic, Indiana University-Purdue University Fort Wayne ; Chand K. Chauhan, Indiana University-Purdue University Fort Wayne | ||
| 3:05 PM | Distributional Assumptions and Estimation of Contingent Valuation Models — James McDonald, Brigham Young University | ||
| 3:20 PM | Forecasting Financial Volatility: An Exogenous Log-GARCH Model — Ming Chen, University of Texas at Dallas ; Qiongxia Song, University of Texas at Dallas | ||
| 3:35 PM | Floor Discussion | ||
2014 JSM Online Program Home
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