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

132 * Mon, 8/5/2013, 8:30 AM - 10:20 AM CC-518
Financial Econometrics — Contributed Papers
Business and Economic Statistics Section , International Chinese Statistical Association , International Indian Statistical Association , Scientific and Public Affairs Advisory Committee
Chair(s): Kathy Ensor, Rice University
8:35 AM Regularized Portfolio Optimization Using Constrained Hierarchical Bayes Models Jiangyong Yin, Ohio State University ; Xinyi Xu, Ohio State University
8:50 AM Reduced-Rank Stochastic Intensity Modelling for Multivariate Point Processes Victor Solo, University of New South Wales ; Ahmed Pasha, University of Sydney
9:05 AM Homogeneity Test for Hidden Markov Models Using Penalized Composite Likelihood Yi Huang ; Jiahua Chen, Universithy of British Columbia
9:20 AM Estimation of the Leverage Effect in Jump Processes Dan Christina Wang, Princeton University
9:35 AM An Information-Theoretic Approach to Learning from Mergers and Acquisitions Padma Rao Sahib, University of Groningen ; Harmen de Weerd, University of Groningen ; Katrin Muehlfeld, University of Utrecht
9:50 AM An Importance Sampling Approach for Exploring Likelihoods of Stochastic Differential Equations Grant Schneider, OSU
10:05 AM Floor Discussion

2013 JSM Online Program Home

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