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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Journal of econometrics"
~person:"Yu, Jun"
~subject:"Monte Carlo simulation"
~subject:"Optionspreistheorie"
~subject:"Stochastic process"
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Search: subject_exact:"Stochastisches Modell"
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Monte Carlo simulation
Optionspreistheorie
Stochastic process
Stochastischer Prozess
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Theorie
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Theory
6
Time series analysis
4
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4
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Yu, Jun
Todorov, Viktor
12
Reiß, Markus
10
Phillips, Peter C. B.
9
Tauchen, George Eugene
9
Härdle, Wolfgang
8
McAleer, Michael
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SFB 649 discussion paper
Journal of econometrics
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
8
Econometric reviews
4
Working paper
4
Global COE Hi-Stat discussion paper series
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of economics and finance
1
Asia-Pacific financial markets
1
CAFE Research Paper
1
Cowles Foundation discussion paper
1
Econometric theory
1
Economic modelling
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics journal
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ECONIS (ZBW)
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1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
3
Double asymptotics for explosive continuous time models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
4
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
5
A semiparametric stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
Saved in:
6
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
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