|
|
|
This is the preliminary program for the 2008 Joint Statistical
Meetings in Denver, Colorado.
|
|
|
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 2008 Program page |
= Applied Session,
= Theme Session,
= Presenter|
|
||
294
|
Tue, 8/5/08, 2:00 PM - 3:50 PM | CC-103 |
| Modeling Long-Range Dependence and Stochastic Volatily: From Theory to Applications in Business and Economics - Invited - Papers | ||
|
Business and Economics Statistics Section |
||
| Organizer(s): Yulia R. Gel, University of Waterloo | ||
| Chair(s): Yulia R. Gel, University of Waterloo | ||
| 2:05 PM |
An Empirical Comparison of Some Parameter Estimation Methods in Stochastic Volatility Models —  Bovas Abraham, University of Waterloo; Ji Eun Choi, University of Waterloo
|
|
| 2:30 PM |
Bayesian FEXP Models for Long Memory Time Series Analysis — Scott Holan, University of Missouri-Columbia; Tucker S. McElroy, U.S. Census Bureau; Sounak Chakraborty, University of Missouri-Columbia
|
|
| 2:55 PM |
Inference for Long Memory Time Series with Application to Weather Derivatives Pricing — Nalini Ravishanker, University of Connecticut; Jeffrey Pai, University of Manitiba
|
|
| 3:20 PM |
Independent Component Analysis for Financial Time Series — Daniel Peña, Universidad Carlos III de Madrid
|
|
| 3:45 PM | Floor Discussion | |
|
JSM 2008
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. |