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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| 356 * | Tue, 8/6/2013, 10:30 AM - 12:20 PM | CC-524b | |
| Financial Time Series Analysis — Contributed Papers | |||
| Business and Economic Statistics Section , International Chinese Statistical Association | |||
| Chair(s): Alan L. Montgomery, Carnegie Mellon University | |||
| 10:35 AM | A Review of Tests for Randomness in Time Series Data — Boris Iglewicz, Temple University ; Alicia Graziosi Strandberg, Temple University | ||
| 10:50 AM | Statistical Inference in Infinite-Order Cointegrated Vector Autoregressive Processes Under Uncorrelated but Dependent Errors — Chafik Bouhaddioui, United Arab Emirates University | ||
| 11:05 AM | Forecasting Multivariate Realized Stock Market Volatility: PCA or MFA? — Xiaohang Wang, The University of Hong Kong ; Jianhua Zhao, Yunnan University of Finance and Economics ; Philip L.H. Yu, The University of Hong Kong | ||
| 11:20 AM | Prior Specification in Multivariate Regime-Switching Lognormal Models — Brian Hartman, University of Connecticut ; David Engler, Department of Statistics, Brigham Young University | ||
| 11:35 AM | Testing the Economic Value of Asset Return Predictability — Michael McCracken, Federal Reserve Bank St. Louis | ||
| 11:50 AM | Bootstrap Prediction Intervals for Conditional Heteroskedastic Models with Cyclically Varying Unconditional Variance — Malaka Thilakaratne, Missouri University of Science & Technology ; V A Samaranayake, Missouri University of Science and Technology | ||
| 12:05 PM | Fitting Heavy-Tailed Nonlinear (Pareto) Autoregressive Time-Series Models — Marcel Carcea ; Robert Serfling, The University of Texas at Dallas | ||
2013 JSM Online Program Home
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