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Yu, Jun
McAleer, Michael
105
Phillips, Peter C. B.
75
Koopman, Siem Jan
70
Chiarella, Carl
57
Platen, Eckhard
53
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
44
Asai, Manabu
42
Post, Thierry
41
Takahashi, Akihiko
41
Gao, Jiti
39
Madan, Dilip B.
38
Benth, Fred Espen
37
Fabozzi, Frank J.
37
Shephard, Neil G.
37
Chan, Joshua
36
Todorov, Viktor
34
Escobar, Marcos
33
Linton, Oliver
33
Elliott, Robert J.
31
Hainaut, Donatien
31
Kohlmann, Michael
30
Gendreau, Michel
29
Gil-Alaña, Luis A.
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Račev, Svetlozar T.
28
Siu, Tak Kuen
28
Carr, Peter
27
Stein, Jerome L.
27
Wong, Wing Keung
27
Batabyal, Amitrajeet A.
26
Bos, Charles S.
26
Topaloglou, Nikolas
26
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25
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25
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
8
Journal of econometrics
6
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4
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4
Global COE Hi-Stat discussion paper series
2
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1
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
2
Catastrophe options with double compound Poisson processes
Yu, Jun
- In:
Economic modelling
50
(
2015
),
pp. 291-297
Persistent link: https://www.econbiz.de/10011440613
Saved in:
3
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
4
Optimal asset-liability management for an insurer under markov regime switching jump-diffusion market
Yu, Jun
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 317-330
Persistent link: https://www.econbiz.de/10010511568
Saved in:
5
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:
6
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, X. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001715835
Saved in:
7
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
Saved in:
8
A class of nonlinear stochastic volatility models
Yu, Jun
;
Yang, Zhenlin
-
2002
Persistent link: https://www.econbiz.de/10001677963
Saved in:
9
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001513469
Saved in:
10
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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