10b5 -- Topics in Financial Economics


July 10 (Wednesday), 10:40 a.m. -- 12:10 p.m.,  IM 1st FL, Conference RM

Organizer: Yi-Ching Yao (Academia Sinica, Taiwan, R.O.C.)
Chair: Yi-Ching Yao (Academia Sinica, Taiwan, R.O.C.)
10:40 a.m. GARCH Models and Diffusions,
Yazhen Wang (University of Connecticut, U.S.A.)
11:10 a.m. Robust Estimation for ARCH/GARCH Models with Heavy Tails,
Qiwei Yao (London School of Economics, U.K.)
11:40 a.m. Semiparametric Estimation of Value-at-Risk,
Jianqing Fan (Chinese University of Hong Kong, Hong Kong)

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