8:50 -10:20  a.m.    Financial Statistics (I)


 

Financial Statistics (I)

Organizer: Cheng-Der Fuh (National Central University and Academia Sinica, Taiwan, R.O.C.)

Email: stcheng@stat.sinica.edu.tw

Chair: Inchi Hu (Hong Kong University of Sciences & Technology, Hong Kong)

Email: imichu@ust.hk

 

  8:509:20

 

Speakers:

John A D Aston

Institute of Statistical Science, Academia Sinica, Taipei, Taiwan

Email: jaston@stat.sinica.edu.tw

Title: Regime Variability and Related Distributions in Markov Switching Models

 

  9:209:50

Shih-Kuei Lin

Department of Finance, National University of Kaohsiung, Taiwan, R.O.C.
Email:
square@nuk.edu.tw

Title: The Valuation of Catastrophe Equity Puts in Jump Risks

 

  9:5010:20

 

Yazhen Wang

Department of Statistics, University of Connecticut, U.S.A.

Email: yzwang@stat.uconn.edu

Title: Heterogeneous Autoregressive Realized Volatility Model
 

     

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