|
|
|
This is the preliminary program for the 2006 Joint Statistical
Meetings in Seattle, Washington.
|
|
|
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 2006 Program page |
= Applied Session,
= Theme Session,
= Presenter, Sheraton Seattle Hotel & Towers = “S”| 174 | Mon, 8/7/06, 2:00 PM - 3:50 PM | CC-205 |
| Bayesian Finance - Invited - Papers | ||
|
Business and Economics Statistics Section, Section on Bayesian Statistical Science |
||
| Organizer(s): Robert E. McCulloch, The University of Chicago, Nicholas Polson, The University of Chicago | ||
| Chair(s): Robert E. McCulloch, The University of Chicago | ||
| 2:05 PM |
Random Field and Affine Models for Interest Rates: an Empirical Comparison —  Alan Bester, The University of Chicago
|
|
| 2:30 PM |
Optimal Filtering of Jump-Diffusions: Extracting Latent States from Asset Prices — Michael Johannes, Columbia University; Nicholas Polson, The University of Chicago; Jonathan Stroud, University of Pennsylvania
|
|
| 2:55 PM |
Macroeconomic Filtering from the Yield Curve — Satadru Hore, The University of Chicago
|
|
| 3:20 PM | Disc: Nicholas Polson, The University of Chicago | |
| 3:40 PM | Floor Discussion | |
|
JSM 2006
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. |