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176 | Mon, 8/10/2015, 10:30 AM - 12:20 PM | CC-611 | |
Business Analytics and Financial Econometrics — Contributed Papers | |||
Business and Economic Statistics Section | |||
Chair(s): Bruce Meyer, Harris School | |||
10:35 AM | Identification Strategies for Models of Innovation, R&D, and Productivity — Juana Sanchez, UCLA | ||
10:50 AM | ASSESSING PROFITABILITY OF FORTUNE 500 FIRMS USING MOVING AVERAGES AND LINEAR MODELS (LINEAR IN THE PARAMETERS) — Leo Upchurch ; Fan Wu, Tuskegee University | ||
11:05 AM | The Pretty Good Analyst — Chi Wan, University of Massachusetts Boston | ||
11:20 AM | If Everyone Is an Indexer, Who Sets Prices? Combining Valuation-Driven and Capital-Driven Asset Demand — Serge Sverdlov | ||
11:35 AM | Functional Data Analysis of Interbank Offered Rates — Sanhita Sengupta, Indian Statistical Institute | ||
11:50 AM | Estimation of Multi-Granger Network Causal Models — Andrey Skripnikov, University of Florida ; George Michailidis, University of Florida | ||
12:05 PM | Sharp Bounds on the Value-at-Risk for the Sum of Dependent Losses — Robert Alohimakalani Yuen, University of Michigan ; Stilian Stoev, University of Michigan ; Dan Cooley, Colorado State University |
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