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CC = Vancouver Convention Centre   F = Fairmont Waterfront Vancouver
* = applied session       ! = JSM meeting theme

Activity Details

426 Tue, 7/31/2018, 2:00 PM - 3:50 PM CC-West Hall B
Contributed Poster Presentations:Business and Economic Statistics Section — Contributed Poster Presentations
Business and Economic Statistics Section
Chair(s): Paul McNicholas, McMaster University
39: Has the Day of the Week Effect on Volatility Structure of the SandP 500 and Its Sectors Changed Over the 2007-2009 Recession?
Marcel Trick; V A Samaranayake, Missouri S&T
40: Automated Trading and Market Liquidity
Neda Arzandeh, University of Manitoba; Julieta Frank, University of Manitoba
41: Longterm forecasting under limited data
Lijuan Xu, Google
42: Modelling the autoregressive behavior of the European electricity day-ahead markets
Rune Hjorth Nielsen, Aalborg University; Ines Wilms, KU Leuven; David Matteson, Cornell University