| 简介： | 议程如下：
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Session III
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Chair: Muyi Li
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14:00-15:30
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Rob Hyndman, Monash University
Probabilistic Outlier Detection and Visualization of Smart Meter Data
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Tian Xie, Xiamen University
Beat Twits with Tweets in Exchange Rates Forecasting
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Hsein Kew, Monash University
Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem
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15:30-16:00
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Afternoon Tea
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Session IV
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Chair: Qingliang Fan
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16:00-17:30
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Bonsoo Koo, Monash University
Recovering the Yield Curve Evolution
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Xuexin Wang, Xiamen University
Consistent Estimation of Models Defined by Conditional Moment restrictions
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Wei Wei, Monash University
A Stochastic Price Duration Model for Estimating High-Frequency Volatility
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