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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
473
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Wed, 8/1/07, 2:00 PM - 3:50 PM | CC-255 B |
| Investing Optimally - Contributed - Papers | ||
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Business and Economics Statistics Section |
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| Chair(s): Amit Sen, Xavier University | ||
| 2:05 PM |
Competitive Inventory Management in Treasury Markets —  Rohan Christie-David, University of Louisville; William T. Moore, University of South Carolina; Arjun Chatrath, University of Portland
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| 2:20 PM |
Time-Varying Coefficient Model for Corporate Bond Credit Spread — Yuejiao Ma, The Pennsylvania State University
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| 2:35 PM |
Trading American Stock Options Amidst Market/Model Disparity — Scott Nickleach, University of Pittsburgh
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| 2:50 PM |
Testing the Informational Efficiency of Municipal Bond Market — Lei Zhang, Syracuse University; Chunchi Wu, Syracuse University; Raja Velu, Syracuse University
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| 3:05 PM |
Principal Analysis and Price Dynamics for Sparse Auction Data — Bitao Liu, University of California, Davis; Hans-Georg Müller, University of California, Davis
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| 3:20 PM |
Empirically Confronting Stochastic Singularity: An Application to the Cox, Ingersoll, and Ross Model — Kenneth Roskelley, The University of Arizona; Christopher Lamoureux, The University of Arizona
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| 3:35 PM | 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. |