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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"The econometrics journal"
~person:"Yu, Jun"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
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Theorie
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18
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8
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8
Stochastic process
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Yu, Jun
Chib, Siddhartha
11
Lee, Lung-fei
11
Ullah, Aman
9
King, Maxwell L.
8
Koop, Gary
8
Li, Qi
8
Srivastava, Virendra K.
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7
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Diebold, Francis X.
5
Gallant, A. Ronald
5
Granger, C. W. J.
5
Hallin, Marc
5
Ohtani, Kazuhiro
5
Perron, Pierre
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Singh, Radhey S.
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Tauchen, George Eugene
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Ahn, Seung Chan
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Asai, Manabu
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
The econometrics journal
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2
Annals of economics and finance
1
Econometrics : open access journal
1
Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
3
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
4
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
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
Saved in:
7
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 198-215
Persistent link: https://www.econbiz.de/10001546183
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