JSM 2012 Online Program
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Online Program HomeActivity Details
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662 ! | Thu, 8/2/2012, 10:30 AM - 12:20 PM | CC-Room 29D | |
Option Pricing, Nonparametrics, and Testing — Contributed Papers | |||
Business and Economic Statistics Section | |||
Chair(s): Song Lin, The Nielsen Company | |||
10:35 AM | Option Pricing and Distribution Characteristics — David Mauler, Brigham Young University ; James McDonald, Brigham Young University | ||
10:50 AM | European Option Pricing Under Jump Diffusion with Proportional Transaction Costs — Yang Yu, SUNY at Stony Brook ; Haipeng Xing, SUNY at Stony Brook ; Tiong Wee Lim, National University of Singapore | ||
11:05 AM | C(a)-Type LM Tests in Time Series GEL Model Under Strong and Weak Identification — Kalidas Jana, The University of Texas at Brownsville | ||
11:20 AM | Smoothed Jackknife Empirical Likelihood Inferences for Lorenz Curves — Shan Luo, Georgia State University ; Gengsheng Qin, Georgia State University ; Xin Huang, Fred Hutchinson Cancer Research Center | ||
11:35 AM | A New Test For Randomness with Application to Stock Market Index Data — Boris Iglewicz, Temple University ; Alicia Graziosi Strandberg, Temple University | ||
11:50 AM | Examining Inequality in Subpopulations Using the Gini Index — Chaitra Nagaraja, Fordham University | ||
12:05 PM | Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals and Nonclassical Measurement Errors — Suyong Song, University of Wisconsin-Milwaukee |
2012 JSM Online Program Home
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