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This is the preliminary program for the 2008 Joint Statistical
Meetings in Denver, Colorado.
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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 2008 Program page |
= Applied Session,
= Theme Session,
= Presenter|
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| 451 | Wed, 8/6/08, 2:00 PM - 3:50 PM | CC-708 |
| Portfolio Analysis, Exchange Rates, Microstructure, and GARCH Models - Contributed - Papers | ||
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Business and Economics Statistics Section |
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| Chair(s): Christopher H. Morrell, Loyola College in Maryland | ||
| 2:05 PM |
Robust Portfolio Selection —  Michael Schyns, University of Liege
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| 2:20 PM |
Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets — Motohiro Yogo, University of Pennsylvania
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| 2:35 PM |
Applications of Statistics in Finance Using the Statistics Online Computational Resource (SOCR) — Nicolas Christou, University of California, Los Angeles; Ivo D. Dinov, University of California, Los Angeles
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| 2:50 PM |
Market Depth in Agricultural Futures Markets — Julieta Frank, University of Illinois at Urbana-Champaign; Philip Garcia, University of Illinois at Urbana-Champaign
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| 3:05 PM |
The Information Content of Trades: A Class of Market Microstructure Models — Anna Valeva, Western Illinois University
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| 3:20 PM |
The 'Melting Pot': A Success Story? — Edna Schechtman, Ben-Gurion University of the Negev; Shlomo Yitzhaki, Central Bureau of Statistics/Hebrew University
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| 3:35 PM | Floor Discussion | |
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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. |