Kansas-Missouri Joint Seminar on
Stochastic Theory and Applications

November 16, 2002
1:15-5:30 p.m.

General Classroom Building
Room 117


1:15-2:00pm: Hong Liu (Olin School of Business, Washingon University, St. Louis) Portfolio Selection with Return Predictability and Periodically Observable State Variables (joint work with L. Huang)


2:00-2:45pm: Hui Guo (Federal Reserve Bank at St. Louis) Time-Varying Risk Premia and The Cross Section of Stock Returns  


2:45-3:30pm: Shu Wu (Department of Economics, University of Kansas) Regime Shifting Jump-Diffusions and the Term Structure of Interest Rates (joint work with Y. Zeng)


3:30-4:00pm: Coffee break.

4:00-4:45pm: Alexander Veretennikov (Department of Math, University of Kansas) On approximate large deviations for a diffusion on the torus

4:45-5:30pm: Ming Liu (Department of Economics, University of Missouri) Do Long Swings in the Business Cycle Lead to Strong Persistence in Output? (joint work with M. Jensen)

Direct inquiries to Allanus Tsoi (email: tsoi@math.missouri.edu ; tel: 573-882-8384).

ALL ARE WELCOME!