//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / University of Melbourne, Department of Economics"
~isPartOf:"Working paper"
~person:"Yu, Jun"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Volatility"
~type:"book"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Estimation theory
Volatility
Theorie
12
Theory
12
Time series analysis
10
Zeitreihenanalyse
10
Schätztheorie
9
Statistical test
8
Statistischer Test
8
Bubbles
7
Spekulationsblase
7
Long memory
5
Stochastic process
5
Stochastischer Prozess
5
Volatilität
5
Einheitswurzeltest
4
Unit root test
4
Estimation
3
Induktive Statistik
3
Panel
3
Panel study
3
Realized volatility
3
Schätzung
3
Statistical inference
3
Aktienindex
2
Bias
2
Börsenkurs
2
Capital income
2
Cluster analysis
2
Clusteranalyse
2
Clustering
2
Disjoint confidence sets
2
Explosiveness
2
Forecasting model
2
Fractional Brownian motion
2
Fractional Gaussian noise
2
HAR test
2
Kapitaleinkommen
2
Latent membership detection
2
Maximum likelihood estimation
2
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Yu, Jun
Phillips, Peter C. B.
72
McAleer, Michael
42
Caporale, Guglielmo Maria
38
Kapetanios, George
21
Chen, Xiaohong
19
Andrews, Donald W. K.
17
Spagnolo, Nicola
16
Mumtaz, Haroon
15
Chang, Chia-Lin
14
Guo, Hui
13
Martin, Vance
12
Gil-Alaña, Luis A.
11
Giraitis, Liudas
10
Lee, Lung-Fei
10
Guggenberger, Patrik
9
Lim, Guay C.
9
Schmid, Timo
9
Armstrong, Timothy B.
8
Giles, David E. A.
8
Otsu, Taisuke
8
Hunter, John
7
Neely, Christopher J.
7
Spagnolo, Fabio
7
Theodoridis, Konstantinos
7
Henry, Ólan Thomas John
6
Marcellino, Massimiliano
6
Nguyen, Hoang
6
Savickas, Robert
6
Tzavidis, Nikos
6
Bakker, Alexander
5
Cheng, Xu
5
Creedy, John
5
Escribano, Álvaro
5
Laisney, François
5
Roengchai Tansuchat
5
Shi, Shuping
5
Skiadopoulos, George
5
Allen, David E.
4
Asai, Manabu
4
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Discussion paper
Economics and finance working paper series
Journal of financial economics
Research paper / University of Melbourne, Department of Economics
Working paper
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Hypothesis testing via posterior-test-based Bayes factors
Li, Yong
;
Wang, Nianling
;
Yu, Jun
;
Zhang, Yonghui
-
2023
Persistent link: https://www.econbiz.de/10014320454
Saved in:
3
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
6
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
7
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
8
A new hedonic regression for real estate prices applied to the Singapore residential market
Jiang, Liang
;
Phillips, Peter C. B.
;
Yu, Jun
-
2014
Persistent link: https://www.econbiz.de/10010470645
Saved in:
9
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
10
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->