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Sessions Were Renumbered as of May 19.

CC-W = McCormick Place Convention Center, West Building,   CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,   UC= Conference Chicago at University Center
* = applied session       ! = JSM meeting theme

Activity Details

676 * ! Thu, 8/4/2016, 10:30 AM - 12:20 PM CC-W196c
Statistics in Finance — Invited Papers
Business and Economic Statistics Section , IMS
Organizer(s): Rituparna Sen, Indian Statistical Institute
Chair(s): Wenbo Wu, University of Oregon
10:35 AM High-Dimensionality Effects on the Efficient Frontier Rituparna Sen, Indian Statistical Institute
11:00 AM Modeling Structured Correlation Matrices in Finance Mohsen Pourahmadi, Texas A&M University
11:25 AM Bayesian Modeling of High-Frequency Crude Oil Prices Jonathan Stroud, Georgetown University ; Michael Johannes, Columbia University ; Norman Seeger, VU University
12:15 PM Floor Discussion
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