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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| 415 | Wed, 8/5/09, 8:30 AM - 10:20 AM | CC-149B |
| Analysis of Financial Time Series - Contributed - Papers | ||
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Business and Economic Statistics Section |
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| Chair(s): Viktor Todorov, Northwestern University | ||
| 8:35 AM |
Testing for Jumps in Financial Time Series —  Werner Ploberger, Washington University in St. Louis; Taesuk Lee, University of Rochester/Washington University in St. Louis
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| 8:50 AM |
Independent Component Analysis for Multivariate Financial Time Series — David S. Matteson, Cornell University; Ruey S. Tsay, The University of Chicago
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| 9:05 AM |
Statistical Inference for Volatility Component Models — Fangfang Wang, The University of North Carolina at Chapel Hill; Eric Ghysels, The University of North Carolina at Chapel Hill
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| 9:20 AM |
Option Pricing under Random Field Interest Rate Model with Stochastic Volatility — Baowei Xu, The University of North Carolina at Chapel Hill; Chuanshu Ji, The University of North Carolina at Chapel Hill
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| 9:35 AM |
Long-Run Risks in the Term Structure of Interest Rates: Estimation — Taeyoung Doh, Federal Reserve Bank of Kansas City
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| 9:50 AM |
Spectral Analysis of the Term Structure of US Interest Rates — Kalidas Jana, The University of Texas at Brownsville
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| 10:05 AM |
Determining the Future Rate of Poisson Random Variables After Removing Variables with Too Few or Too Many Occurrences — Matthew Lindsey, The University of Texas at Tyler; Kellie Keeling, University of Denver; Robert Pavur, University of North Texas
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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. |