International Workshop on Modern Statistics
February 28, 2011, Xiamen, China
Sponsors:
The Wang Yanan Institute for Studies in Economics, Xiamen University
The Department of Statistics, School of Economics, Xiamen University
The Ministry Of Education Key Laboratory of Econometrics
The Fujian Provincial Key Laboratory of Statistical Sciences
Venue: D110 of Economics Building
Program:
2:00 - 3:45 pm Opening Remark and Session I
Venue: D110 of Economics Building
Chair: Zongwu Cai, University of North Carolina at Charlotte
[1] Yan Liu, Chinese University of Hong Kong
“Shrinkage Method for Estimating Optimal Expected Return of Self-financing Portfolio”
[2] Zhi Liu, Hong Kong University of Science and Technology
"Estimating Volatility Functional With Multiple Transactions”
3:45 - 4:00 pm Coffee Break
4:00 - 5:40 pm Session II
Venue: D110 of Economics Building
Chair: Jianping Zhu, School of Economics, Xiamen University
[3] Muyi Li, Hong Kong University
“Score Tests for Hyperbolic GARCH Models”
[4] Yuanyuan Lin, Hong Kong University of Science and Technology
“Efficient Estimation of Censored Linear Regression Model”
Please click the link below to download the program and abstract.
International Workshop on Modern Statistics20110221.pdf
