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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| 376 | Tue, 8/4/09, 2:00 PM - 3:50 PM | CC-149B |
| Diffusion Processes Estimation and Financial Markets - Contributed - Papers | ||
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Business and Economic Statistics Section |
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| Chair(s): Jimmy Efird, UNCG | ||
| 2:05 PM |
Parameter Estimation for Multivariate Stochastic Differential Equations —  Shan Yang, Iowa State University; Song Xi Chen, Iowa State University
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| 2:20 PM |
Automatic Time Series Model Selection — Dongik Jang, Seoul National University; Hee-Seok Oh, Seoul National University
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| 2:35 PM |
Multifrequency Forecasting with SAS High-Performance Forecasting Software — Michele A. Trovero, SAS Institute Inc.; Ed Blair, SAS Institute Inc.; Micheal J. Leonard, SAS Institute Inc.
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| 2:50 PM |
The Return and Volatility Distribution for the DAX Index — Yasemin Ulu, Temple University
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| 3:05 PM |
Econometric Analysis via Filtering for Financial Ultra-High Frequency Data — Yong Zeng, University of Missouri-Kansas City
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| 3:20 PM |
The Stationary, Continuous Time, Discrete Space (SCD) Model with Polya Tree for Micro Data Analysis in Finance — Masaru Hashimoto, Mitsubishi UFJ Securities; Peter Lenk, University of Michigan
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| 3:35 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. |