Recent Advances in High-Frequency and High-Dimensional Time Series — Topic Contributed Papers
Business and Economic Statistics Section , Section on Risk Analysis , International Indian Statistical Association
Organizer(s): Scott H. Holan, University of Missouri
Chair(s): Jiaxun Chen, University of Missouri-Columbia
8:35 AM
Modeling Financial Durations Using Estimating Functions
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Nalini Ravishanker, University of Connecticut ; Yaohua Zhang, University of Connecticut ; Jian Zou, Worcester Polytechnic Institute ; Aerambamoorthy Thavaneswaran, University of Manitoba