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This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
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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 2009 Program page |
= Applied Session,
= Theme Session,
= Presenter| 298 | Tue, 8/4/09, 10:30 AM - 12:20 PM | CC-207B |
| Topics in Financial Statistics - Invited - Papers | ||
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IMS |
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| Organizer(s): Rong Chen, Rutgers University | ||
| Chair(s): Rong Chen, Rutgers University | ||
| 10:35 AM |
Risk Assessment and Asset Allocation with Gross Exposure Constraints for Vast Portfolios —  Jianqing Fan, Princeton University; Jingjin Zhang, Princeton University; Ke Yu, Princeton University
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| 11:05 AM |
Topics in Financial Statistics — Ruey S. Tsay, The University of Chicago; Jianqing Fan, Princeton University; Yingying Fan, University of Southern California
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| 11:35 AM |
Testing and Detecting Jumps Based on a Discretely Observed Process — Yingying Fan, University of Southern California; Jianqing Fan, Princeton University
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| 12:05 PM | Floor Discussion | |
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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. |