Legend: 
= Applied Session,
= Theme Session,
= Presenter, Sheraton Seattle Hotel & Towers = “S”
Washington State Convention & Trade Center = “CC”, Grand Hyatt Seattle = “H”
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26
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Sun, 8/6/06, 2:00 PM - 3:50 PM
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CC-210
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Mortgages and Auctions - Contributed - Papers
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Business and Economics Statistics Section
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Chair(s): J. Keith Ord, Georgetown University
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2:05 PM
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Loss and Prepayment Modeling in the Context of Subprime Mortgage Loans — Deniz Senturk, GE Global Research;  Huaiyu Ma, GE Global Research; Greg Ratkovsky, WMC
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2:20 PM
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Credit Rating Transition of U.S. Corporate Bonds — Weijian Liang, New York University; Halina Frydman, New York University; Stephen Figlewski, New York University
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2:35 PM
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Credit Risk Ananlysis for Taiwan Electronic Industrial — Yi-Kuan Jong, St. John's University
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2:50 PM
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Statistical Validation of a Credit Risk Model — Lydian Medema, University of Groningen
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3:05 PM
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A Semiparametric Investigation of the Effect of Reserve Prices on Selling Prices Using Identical Auctioned Items from eBay — Dawit Zerom, University of Alberta; Peter Popkowski Leszczyc, University of Alberta
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3:20 PM
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A Statistical Approach to Controlling Sniping in Electronic Auctions — Dawn Porter, Georgetown University; J. Keith Ord, Georgetown University
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3:35 PM
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A New Model for Forecasting Credit Spread Changes: Model Estimation, Prediction, and Inference Procedures — Yang Wang, The Pennsylvania State University
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