8:50 -10:20 a.m. 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)
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8:50-9:20
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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
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9:20-9:50 |
Shih-Kuei Lin
Department of Finance,
National University of Kaohsiung, Taiwan, R.O.C. Title: The Valuation of Catastrophe Equity Puts in Jump Risks
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9:50-10:20
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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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