JSM 2011 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.


669	Thu, 8/4/2011, 10:30 AM - 12:20 PM	CC-D234
Volatility Modeling — Contributed Papers
Business and Economic Statistics Section
Chair(s): Russell Zaretzki, The University of Tennessee at Knoxville
10:35 AM	Identication Problem in the Multivariate Stochastic Volatility Model with Dynamic Correlations — Ye Liu, North Carolina State University
10:50 AM	Forecasting Volatility: A Continuous Time Model Versus Discrete Time Models — Carles Breto, Universidad Carlos III de Madrid ; Helena Veiga, Universidad Carlos III de Madrid
11:05 AM	Adaptive Estimation of VAR models with Time-Varying Variance: Application to Testing the VAR Order — Valentin Patilea, CREST-ENSAI ; Hamdi Raissi, IRMAR-INSA
11:35 AM	Floor Discussion

2011 JSM Online Program Home

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.