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Legend: Palais des congrès de Montréal = CC, Le Westin Montréal = W, Intercontinental Montréal = I
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Activity Details


276 * ! Tue, 8/6/2013, 8:30 AM - 10:20 AM CC-524b
JBES Invited Session — Invited Papers
JBES-Journal of Business & Economic Statistics
Organizer(s): Rong Chen, Rutgers University
Chair(s): Rong Chen, Rutgers University
8:35 AM Quasi-Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods Dacheng Xiu, The University of Chicago ; Jianqing Fan, Princeton University
9:20 AM Principal Volatility Component Analysis Ruey S. Tsay, The University of Chicago ; Yu-Pin Hu, National Chi Nan University
10:05 AM Floor Discussion



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