Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
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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| 15 ! | Sun, 8/3/2014, 2:00 PM - 3:50 PM | CC-104C | |
| Advanced Statistical Models for Risk Analysis in Insurance and Financial Markets — Topic Contributed Papers | |||
| Business and Economic Statistics Section | |||
| Organizer(s): Zhengjun Zhang, University of Wisconsin-Madison | |||
| Chair(s): David Scott Matteson, Cornell University | |||
| 2:05 PM | An Unbiased Measure of Integrated Volatility in the Frequency Domain — Fangfang Wang, University of Illinois at Chicago | ||
| 2:25 PM | Nested Asymptotic (In)Dependent Extreme Value Copulas in Max-Stable Processes with Application to High-Frequency Financial Data — Zhengjun Zhang, University of Wisconsin-Madison ; Bin Zhu, University of Wisconsin | ||
| 2:45 PM | Realized Kernel Estimation of Quadratic Volatility with Irregular Sampling Times — Michael Levine, Purdue University ; Jian Zou, Indiana University-Purdue University Indianapolis ; Xiaoguang Wang, Purdue University | ||
| 3:05 PM | Convolutional Autoregressive Models for Functional Time Series — Rong Chen, Rutgers University ; Xialu Liu, Rutgers University | ||
| 3:25 PM | Robust Bayesian Portfolio Choice — Airu Cheng, Northern Illinois University ; Evan Anderson, Northern Illinois University | ||
| 3:45 PM | Floor Discussion | ||
2014 JSM Online Program Home
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