10:40 a.m.-12:10  p.m.    Financial Statistics (II)


Financial Statistics (II)

Chair: Nan-Jung Hsu (National Tsing Hua University, Taiwan, R.O.C.)

Email: njhsu@stat.nthu.edu.tw





Shih-Feng Huang

Department of Applied Mathematics, National Sun Yat-Sen University, Kaohsiung, Taiwan, R.O.C.

Email: huangsf@math.nsysu.edu.tw

Title: A SFIR Approach to Financial Derivative Valuation




Yungchung Lin

Department of Statistics, National Chengchi University, Taipei, Taiwan

Email: 92354502@nccu.edu.tw

Title: Tail Approximation of Asymmetric Factor for Portfolio Credit Risk




Peiming Wang

Auckland University of Technology, Auckland, New Zealand

Email: pmwang@aut.ac.nz

Title: A Bivariate Approach to The Analysis of Acquisition And
Merger FDI, Relative Wealth And Relative Access to Bank Credit




Zhengjun Zhang

Department of Statistics, University of Wisconsin, Madison, USA

Email: zjz@stat.wisc.edu

Title: Extreme Co-movements and Extreme Impacts in High Frequency Data in Finance


  12:0012:10 Discussion

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