JSM 2015 Preliminary Program

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Legend: Washington State Convention Center = CC, Sheraton Seattle = S, Grand Hyatt = GH and The Conference Center = TCC
* = applied session       ! = JSM meeting theme

Activity Details
49 * ! Sun, 8/9/2015, 4:00 PM - 5:50 PM CC-2B
Volatility and Dependence: Recent Results and Outlook — Invited Papers
Business and Economic Statistics Section
Organizer(s): Jan Beran, University of Konstanz
Chair(s): Jan Beran, University of Konstanz
4:05 PM Tail Risk, Volatility, and Return Predictability — Viktor Todorov, Northwestern University
4:30 PM Dependence and Nonstationarity in Time Series — Peter Robinson, LSE
4:55 PM Testing Mean Stability of Heteroscedastic Time Series — Liudas Giraitis, University of London
5:20 PM Estimation of the Continuous and Discontinuous Leverage Effect — Christina Dan Wang, Princeton University
5:45 PM Floor Discussion




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