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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
485
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Thu, 8/2/07, 8:30 AM - 10:20 AM | CC-255 E |
| Statistics and Finance - Invited - Papers | ||
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IMS |
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| Organizer(s): Per A. Mykland, The University of Chicago | ||
| Chair(s): Per A. Mykland, The University of Chicago | ||
| 8:35 AM |
Large Dimensional Covariance Matrix Estimation for Asset Pricing and Risk Management Using a Factor Model —  Jianqing Fan, Princeton University; Yingying Fan, Princeton University; Jinchi Lv, Princeton University
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| 9:05 AM |
Do Jumps Matter? — Lan Zhang, University of Illinois at Chicago
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| 9:35 AM |
Testing for Jumps in a Discretely Observed Process — Yacine Ait-Sahalia, Princeton University; Jean Jacod, Universite Pierre and Marie Curie
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| 10:05 AM | Floor Discussion | |
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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. |