| 讲座简介： | 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 | |
