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XMU-Monash Workshop

主讲人: XMU-Monash Faculty
简介:

议程如下:

Session III
Chair: Muyi Li
14:00-15:30
Rob Hyndman, Monash University
Probabilistic Outlier Detection and Visualization of Smart Meter Data
 
 
 
Tian Xie, Xiamen University
Beat Twits with Tweets in Exchange Rates Forecasting
 
 
 
Hsein Kew, Monash University
Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem

15:30-16:00
Afternoon Tea
 
 
 
Session IV
Chair: Qingliang Fan
16:00-17:30
Bonsoo Koo, Monash University
Recovering the Yield Curve Evolution
 
 
 
Xuexin Wang, Xiamen University
Consistent Estimation of Models Defined by Conditional Moment restrictions
 
 
 
Wei Wei, Monash University
A Stochastic Price Duration Model for Estimating High-Frequency Volatility

时间: 2017-12-07(Thursday)14:00-17:30
地点: C208
主办单位: WISE-SOE
类型: 独立讲座