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and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2002 Program page
  300256  By:  Jeffrey  Russell 9:50 AM 08/14/2002
Effects of Non-normality and Dependence on the Precision of Variance Estimates Using High Freqeuncy Data

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

  301229  By:  Zeynep I. Kalaylioglu 10:50 AM 08/14/2002
Bayesian Unit Root Tests in Stochastic Volatility Models

  300771  By:  George E. Tauchen 10:35 AM 08/12/2002
Alternative Models for Stock Price Dynamics

  301148  By:  Kapil  Sen 8:35 AM 08/12/2002
Simulation-Extrapolation Based Unit Root Tests for Stochastic Volatility

  301229  By:  Zeynep I. Kalaylioglu 10:50 AM 08/14/2002
Bayesian Unit Root Tests in Stochastic Volatility Models

  301368  By:  Andre H. K. Gao 2:05 PM 08/14/2002
Asymmetric Volatility of Basis and theTheory of Storage

  301473  By:  Daniel D. Tsang 11:50 AM 08/15/2002
Intraday Stock Return Distribution for Black-Scholes Option Pricing

  301478  By:  Makram  Talih 2:35 PM 08/13/2002
Random Fields with a Time-Varying Graphical Structure

  300253  By:  Torben  Andersen 8:35 AM 08/14/2002
Modelling and Forecasting Realized Volatility

  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