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Activity Details

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

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