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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| 347 | Tue, 8/6/2013, 10:30 AM - 12:20 PM | CC-524a | |
| Recent Advances in Financial and Economic Statistics — Topic Contributed Papers | |||
| Business and Economic Statistics Section , Scientific and Public Affairs Advisory Committee | |||
| Organizer(s): Jian Zou, Indiana University-Purdue University Indianapolis | |||
| Chair(s): Xia Wang, University of Cincinnati | |||
| 10:35 AM | Optimal Sparse Volatility Matrix Estimation for High-Dimensional Ito Processes with Measurement Errors — Minjing Tao, Department of Statistics, University of Wisconsin-Madison ; Yazhen Wang, University of Wisconsin-Madison ; Harrison Zhou, Yale University | ||
| 10:55 AM | Large Portfolio Allocation Using High-Frequency Financial Data — Jian Zou, Indiana University-Purdue University Indianapolis ; Yichao Wu, NC State University | ||
| 11:15 AM | What's Beneath the Surface? Option Pricing with Multifrequency Latent States — Laurent Calvet, HEC Paris ; Marcus Fearnley, HEC Paris ; Adlai Fisher, University of British Columbia ; Markus Leippold, University of Zurich | ||
| 11:35 AM | Ensemble Subsampling for Imbalanced Multivariate Two-Sample Tests — Lisha Chen, Yale University, Statistics Department ; Wei Dou, MIT ; Zhihua Qiao, JPMorgan Chase | ||
| 11:55 AM | Floor Discussion | ||
2013 JSM Online Program Home
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