JSM 2004 - Toronto

JSM Activity #24

This is the preliminary program for the 2004 Joint Statistical Meetings in Toronto, Canada. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2004); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

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 2004 Program page
Legend: = Applied Session, = Theme Session, = Presenter
FRY = Fairmont Royal York, ICH = InterContinental Hotel, TCC = Metro Toronto Convention Center
Add To My Program
24 Applied Session Theme Session Sun, 8/8/04, 2:00 PM - 3:50 PM TCC-802 B
Statistical Applications in Economics and Finance - Contributed - Papers
Business and Economics Statistics Section
Chair(s): Lawrence C. Marsh, University of Notre Dame
     2:05 PM   On a Simple Econometric Approach for Utility-based Asset Pricing Model — Jack C. Lee, National Chiao Tung University; Cheng-Few Lee, National Chiao Tung University; H. F. Ni, National Chiao Tung University
     2:20 PM   Imminence of Event and Scoring Models in Assessing Portfolio Risk — Timothy H. Lee, CLConsulting
     2:35 PM   Financial Anomaly Detection: A Six Sigma Approach to Detecting Misleading Financials and Financial Decline — Radu Neagu, General Electric Global Research Center; Deniz Senturk, General Electric Global Research Center; Christina LaComb, General Electric Global Research Center; Murat Doganaksoy, GE Global Research Center
     2:50 PM   Drift Function Modeling and Testing in Continuous Time Interest Rate Models — Myung Suk Kim, Texas A&M University; Suojin Wang, Texas A&M University
     3:05 PM   Effect of Exchange-rate Volatility on Trade Volume: Evidences from a Threshold Model — Hui S. Chang, University of Tennessee, Knoxville; Yanhong Zhang, University of Tennessee
     3:20 PM   Floor Discussion
 

JSM 2004 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2004