JSM 2015 Preliminary Program

Online Program Home
My Program

Legend: Washington State Convention Center = CC, Sheraton Seattle = S, Grand Hyatt = GH and The Conference Center = TCC
* = applied session       ! = JSM meeting theme

Activity Details


176 Mon, 8/10/2015, 10:30 AM - 12:20 PM CC-611
Business Analytics and Financial Econometrics — Contributed Papers
Business and Economic Statistics Section
Chair(s): Bruce Meyer, Harris School
10:35 AM Identification Strategies for Models of Innovation, R&D, and Productivity Juana Sanchez, UCLA
10:50 AM ASSESSING PROFITABILITY OF FORTUNE 500 FIRMS USING MOVING AVERAGES AND LINEAR MODELS (LINEAR IN THE PARAMETERS) Leo Upchurch ; Fan Wu, Tuskegee University
11:05 AM The Pretty Good Analyst Chi Wan, University of Massachusetts Boston
11:20 AM If Everyone Is an Indexer, Who Sets Prices? Combining Valuation-Driven and Capital-Driven Asset Demand Serge Sverdlov
11:35 AM Functional Data Analysis of Interbank Offered Rates Sanhita Sengupta, Indian Statistical Institute
11:50 AM Estimation of Multi-Granger Network Causal Models Andrey Skripnikov, University of Florida ; George Michailidis, University of Florida
12:05 PM Sharp Bounds on the Value-at-Risk for the Sum of Dependent Losses Robert Alohimakalani Yuen, University of Michigan ; Stilian Stoev, University of Michigan ; Dan Cooley, Colorado State University




For program information, contact the JSM Registration Department or phone (888) 231-3473.

For Professional Development information, contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

2015 JSM Online Program Home