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
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10:40-11:00
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Speakers: 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
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11:00-11:20
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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
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11:20-11:40
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Peiming Wang Auckland University of Technology, Auckland, New Zealand Email: pmwang@aut.ac.nz
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11:40-12:00
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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
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12:00-12:10 | Discussion |