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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| 515 | Wed, 8/5/09, 2:00 PM - 3:50 PM | CC-153 |
| Statistical Methods in Finance - Contributed - Papers | ||
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Business and Economic Statistics Section |
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| Chair(s): Timothy Bogong Li, SHCG - SunTrust Mortgage, Inc. | ||
| 2:05 PM |
Estimated Quasi-Likelihood Estimator on GARCH Models with Heavy-Tailed and Skewed Innovations and Its Applications —  Taewook Lee, Hankuk University of Foreign Studies
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| 2:20 PM |
Finite Sample Properties of Classcial Testings on Long Memory HYGARCH Models — Muyi Li, The University of Hong Kong
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| 2:35 PM |
EFFECTS OF CORPORATE FORM AND FINANCIALS ON EXECUTIVE BACKDATING OF STOCK OPTIONS AT THE TURN OF THE CENTURY: AN ANALYSIS OF PAIR-MATCHED CORPORATIONS — Don R. Warren, The University of Texas at San Antonio; Mary Zey, The University of Texas at San Antonio; John Garza, The University of Texas at San Antonio
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| 2:50 PM |
Application of Robust Estimation in O-GARCH Model — Lingyu Zheng, Temple University; William Wei, Temple University
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| 3:05 PM |
Recursive Estimation Using Combined Optimal Estimating Functions — Melody Ghahramani, University of Winnipeg; Aerambamoorthy Thavaneswaran, University of Manitoba
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| 3:20 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. |