JSM Activity #223


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Activity ID:  223
Title Room
* Empirical Finance H-Newton
Date / Time Sponsor Type
08/07/2001    2:00 PM  -  3:50 PM Business & Economics Statistics Section* Contributed
Organizer: n/a
Chair: Owen Beelders, Emory University
Discussant:  
  301533  By:  Viridiana Lourdes 2:05 PM 08/07/2001
Bayesian Time Series Analysis of Investment Rotation Strategies

  301369  By:  Owen Beelders 2:20 PM 08/07/2001
A Correlation Curve Analysis of the Price-Volume Relationship in Stock Prices

  301219  By:  Yan Yu 2:35 PM 08/07/2001
Estimating the Term Structure of Corporate Debt with a Semiparametric Penalized Spline Model

  300839  By:  Hrishikesh Vinod 2:50 PM 08/07/2001
Measuring the Asymmetry of Stock Market Risk

  301021  By:  Timothy Lee 3:05 PM 08/07/2001
Score Based Portfolio Decision Procedures and Population Shifts

  300884  By:  Alexia Iasonos 3:20 PM 08/07/2001
An Evaluation Model for the Performance of a Company Relative to the Market

  300648  By:  Leonard  MacLean 3:35 PM 08/07/2001
Empirical Bayes Estimation of Asset Price Distributions

JSM 2001

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Revised March 2001