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Activity Details


441 Tue, 8/6/2013, 2:00 PM - 3:50 AM CC-220bc
Contributed Oral Poster Presentations: Business and Economic Statistics Section — Contributed Poster Presentations
Business and Economic Statistics Section
Chair(s): Joyee Ghosh, The University of Iowa
17: Empirical Studies on Market Microstructure Models Feng Liu, The University of North Carolina at Chapel Hill
18: Estimating the Implied Default Probability and Recovery Rate in the Investment Corporation Bond Pricing Model Masakazu Ando, Chiba Institute of Technology ; Hiroshi Tsuda, Doshisha University
19: Rank-Based Estimation for Infinite Variance Autoregressive Processes with Regularly Varying Tail Probabilities Jiening Chen, Northwestern University ; Beth Andrews, Northwestern University
20: An Example Using Excel Stepwise Regression to Forecast High-Risk Automobile Losses — Kris Moore, Baylor University ; Jonathan Trower, Baylor University
22: Prediction Intervals for Non-Negative Series Keith Ord, Georgetown Univ
25: Modeling the Information Contained in the Limit Order Book Julieta Frank, University of Manitoba ; Luis Frank, University of Buenos Aires
26: Quantile Regression with Heteroskedasticity and Asymmetry David J. Mauler, Brigham Young University ; James B. McDonald, Brigham Young University



2013 JSM Online Program Home

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