|
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) |
|
|
|
||
|
|
||
