Legend:
CC = Vancouver Convention Centre
F = Fairmont Waterfront Vancouver
* = applied session ! = JSM meeting theme
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426
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Tue, 7/31/2018,
2:00 PM -
3:50 PM
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CC-West Hall B
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Contributed Poster Presentations:Business and Economic Statistics Section — Contributed Poster Presentations
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Business and Economic Statistics Section
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Chair(s): Paul McNicholas, McMaster University
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39:
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Has the Day of the Week Effect on Volatility Structure of the SandP 500 and Its Sectors Changed Over the 2007-2009 Recession?
Marcel Trick; V A Samaranayake, Missouri S&T
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40:
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Automated Trading and Market Liquidity
Neda Arzandeh, University of Manitoba; Julieta Frank, University of Manitoba
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41:
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Longterm forecasting under limited data
Lijuan Xu, Google
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42:
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Modelling the autoregressive behavior of the European electricity day-ahead markets
Rune Hjorth Nielsen, Aalborg University; Ines Wilms, KU Leuven; David Matteson, Cornell University
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