28日会议议程
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
2:00 - 3:45 pm Opening Remark and Session I
Venue: D110 of Economics Building
[1] Yan Liu, Chinese University of Hong Kong
“Shrinkage Method for Estimating Optimal Expected Return of Self-financing Portfolio”
[2] Zhi Liu, Hong KongUniversity 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 KongUniversity
“Score Tests for Hyperbolic GARCH Models”
[4] Yuanyuan Lin, Hong KongUniversity of Science and Technology
“Efficient Estimation of Censored Linear Regression Model”
