JSM 2012 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.

Online Program Home


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

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.