Legend: Palais des congrès de Montréal = CC, Le Westin Montréal = W, Intercontinental Montréal = I
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
Activity Details
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| 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 | ||
2013 JSM Online Program Home
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