Prof. Koichi MAEKAWA attended Econometric Society 2015 World Congress.


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Date: August 17 – 21, 2015
Venue: Montréal, Canada

Prof. Koichi MAEKAWA (Advisor of the SSRC) attended Econometric Society 2015 World Congress, which was held at Montréal, Canada, from August 17 to 21. This “World Congress” is held once every five years by Econometric Society. This is the 11th year the world congress has been held. About 3,000 people attended the meeting and there were about 1,200 presentations.

Prof. Koichi MAEKAWA presented his research results entitled “Modeling Long Memory in Aggregate Squared GARCH (1,1) Process and Its Apllication to the Japanese and U.S. Stock Markets” on the congress.

[Presentation title]
Modeling Long Memory in Aggregate Squared GARCH (1,1) Process and Its Apllication to the Japanese and U.S. Stock Markets
(By Ken-ichi Kawai; Beppu University, Koichi Maekawa; Hiroshima University of Economics)

For details of the congress, please refer to the link.
–> Econometric Society 2015 World Congress