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Sessions Were Renumbered as of May 19.

Legend:
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

181 Mon, 8/1/2016, 10:30 AM - 12:20 PM CC-W182
Finance, Heteroscedasticity, and Copulas — Contributed Papers
IMS
Chair(s): Gregory Rice, University of Waterloo
10:35 AM An Innovative Moment-Implied Method for Financial Derivative Pricing — SHUANG ZHOU, University of Illinois at Chicago ; Keren Li, University of Illinois at Chicago ; Fangfang Wang, University of Illinois at Chicago ; Jie Yang, University of Illinois at Chicago
10:50 AM Detection Boundary of the Generalized Likelihood Ratio Test for Heteroscedastic Gaussian Mixtures — Wenhua Jiang
11:05 AM Specification Tests for Multiplicative Error Models — Indeewara Perera, Monash University ; Mervyn Silvapulle, Monash University
11:20 AM A Matching Coalescent with Application to Testing Model Adequacy with Heteroscedastic Variances — James Neill, Kansas State University ; Forrest Miller, Kansas State University
11:35 AM Kernel Entropy Estimation for Linear Processes — Yongli Sang
11:50 AM The Empirical Beta and Bernstein Copula — Hideatsu Tsukahara, Seijo University ; Johan Segers, Universite Catholique de Louvain ; Masaaki Sibuya, Keio University ; Nathan Uyttendaele, Universite Catholique de Louvain
12:05 PM Tail Nonexchangeability — Paramahansa Pramanik, Northern Illinois University ; Lei Hua, Northern Illinois University ; Alan M. Polansky, Northern Illinois University
 
 
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