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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| 541 | Thu, 8/6/09, 8:30 AM - 10:20 AM | CC-202B |
| New Developments in Financial Econometrics - Invited - Papers | ||
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WNAR |
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| Organizer(s): Yingying Fan, University of Southern California | ||
| Chair(s): Tao Huang, University of Virginia | ||
| 8:35 AM |
Vast Volatility Matrix Estimation for High-Frequency Financial Data —  Yazhen Wang, National Science Foundation
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| 9:05 AM |
Modeling and Forecasting Bond Yield Curves with Functional Dynamic Models — Rong Chen, Rutgers University
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| 9:35 AM |
Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions — Song Xi Chen, Iowa State University; Liang Peng, Georgia Tech; Cindy L. Yu, Iowa State University
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| 10:05 AM | 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. |