JSM Activity #355

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Activity ID:  355
Title
* ! Time Series Methods for Finance and Microeconomics II
Date / Time / Room Sponsor Type
08/14/2002
2:00 PM - 3:50 PM
Room: H-Concourse G 		Business & Economics Statistics Section* Contributed
Organizer: n/a
Chair: Graciela M. Gonzalez-Farias, CIMAT, A.C.
Discussant:  
Description

Extensive empirical evidence is used in several papers to evaluate models and methods in economic settings ranging from commodity trading to money demand. One paper uses new tools for estimation of flexible mixture models.
  301368  By:  George H. K. Wang 2:05 PM 08/14/2002
Asymmetric Volatility of Basis and theTheory of Storage

  300531  By:  Wolfgang  Polasek 2:20 PM 08/14/2002
Portfolio Construction by Volatility Forecasts: Does the Covariance Structure Matter?

  301862  By:  Fahimeh  Rezayat 2:35 PM 08/14/2002
Analysis of The Linkage Among the Daily Movement of the U.S., the U.K., and the Japanese Stock Markets During 1999-2001

  300465  By:  Ka Sing Man 2:50 PM 08/14/2002
Long Memory Time-Series and Short-term Forecasts

  300493  By:  Hui S. Chang 3:05 PM 08/14/2002
Transformation and Stationarity of Economic Variables: A Case Study on the Demand for Money

  301228  By:  Remy  Cottet 3:20 PM 08/14/2002
Bayesian Modeling and Forecasting of Intra-day Electricity Load

  300629  By:  Ruby Chiu-Hsing Weng 3:35 PM 08/14/2002
Analysis of Mixtures of Time Series Models

JSM 2002

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Revised March 2002