JSM Preliminary Online Program
This is the preliminary program for the 2009 Joint Statistical Meetings in Washington, DC.

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 2009 Program page

Activity Number: 413
Type: Topic Contributed
Date/Time: Wednesday, August 5, 2009 : 8:30 AM to 10:20 AM
Sponsor: Business and Economic Statistics Section
Abstract - #303380
Title: Detecting Seasonal Volatility: A Banking Application
Author(s): Irma Hernandez-Magallanes*+
Companies: University of California, Berkeley
Address: 367 Evans Hall , Berkeley, CA, 94720-3860,
Keywords: volatility ; seasonality ; banking ; Mexico
Abstract:

The modeling of seasonality and volatility is of interest in areas such as economics, risk analysis, ecology, transportation, and finance. A review of parametric, nonparametric, and hybrid methods for modeling seasonality and volatility will be presented. I will present an application on banking that refers to the withdrawals of peso coins in Mexico.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2009 program


JSM 2009 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.
Revised September, 2008