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The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2002 Program page
  300531  By:  Wolfgang  Polasek 2:20 PM 08/14/2002
Portfolio Construction by Volatility Forecasts: Does the Covariance Structure Matter?

  301485  By:  Joe H. Sullivan 8:35 AM 08/12/2002
Detecting Estimation Errors in Vaue at Risk

  300255  By:  Giampiero M. Gallo 9:25 AM 08/14/2002
A Model for Intra-Daily Volatility with Multiple Indicators

JSM 2002

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Revised March 2002