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This is the preliminary program for the 2007 Joint Statistical
Meetings in Salt Lake City, Utah.
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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 2007 Program page |
= Applied Session,
= Theme Session,
= Presenter| 472 | Wed, 8/1/07, 2:00 PM - 3:50 PM | CC-260 |
| Copulas, Covariance's, and Risk - Contributed - Papers | ||
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Business and Economics Statistics Section |
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| Chair(s): Douglas Noe, Miami University | ||
| 2:05 PM |
Efficient Estimation of Elliptical Copula Models —  Mei-Mei Zen, National Cheng-Kung University
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| 2:20 PM |
Bayesian Wavelet Estimation of Copulas for Dependence Modeling — Leming Qu, Boise State University
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| 2:35 PM |
Statistical Analysis for Financial Ultra-High Frequency Data: A Filtering Approach — Yong Zeng, University of Missouri-Kansas City
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| 2:50 PM |
The Economic Value of Intelligently Subsampled Realized Covariance Estimation of Asynchronous and Noisy High-Frequency Data — Lada Kyj, Rice University; Katherine Ensor, Rice University; Barbara Ostdiek, Rice University
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| 3:05 PM |
Optimal Investment in a Defaultable Bond — Weijian Liang, New York University; Peter Lakner, New York University
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| 3:20 PM |
Portfolio-Tracking Performance When Optimized with Estimation Error — Andrew Siegel, University of Washington
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| 3:35 PM |
Biased Bootstrap Methods for Semiparametric Models — Mihal Giurcanu, University of Florida
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JSM 2007
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. |