Thursday, December 14, 2006

Prof. Chen, Yi-Ting



Moment-Based Copula Tests for Financial Returns

We are very pleased to announce that the next WETA meeting will take place on Jan. 13, 2007 (Saturday), 10:30 AM at Room C103, Institute of Economics, Academia Sinica (IEAS). Our speaker is Prof. Yi-Ting Chen from IEAS. Prof. Chen received his Ph.D. from National Taiwan University in 1998 and is now an associate research fellow in IEAS. Prof. Chen has published several papers in Journal of Econometrics, Journal of Business and Economic Statistics and Oxford Bulletin of Economics and Statistics. The research topic that he wants to talk is about the copula test, forthcoming in Journal of Business and Economic Statistics. You may download this paper at our g-mail space.
Yu-Lieh Huang
Organizer