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Journal of econometrics
10
New Zealand economic papers
4
The econometrics journal
4
Econometric reviews
3
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Marketing intelligence & planning
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Dating the timeline of financial bubbles during the subprime crisis
Phillips, Peter C. B.
;
Yu, Jun
- In:
Quantitative economics : QE ; journal of the …
2
(
2011
)
3
,
pp. 455-491
Persistent link: https://www.econbiz.de/10009957210
Saved in:
2
Simulation-Based Estimation of Contingent-Claims Prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2013
)
9
,
pp. 3669-3668
Persistent link: https://www.econbiz.de/10010113838
Saved in:
3
Jackknifing Bond Option Prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2013
)
2
,
pp. 707-706
Persistent link: https://www.econbiz.de/10010114510
Saved in:
4
Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24)
Phillips, Peter C. B.
;
Yu, Jun
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 126-130
Persistent link: https://www.econbiz.de/10008845132
Saved in:
5
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*
Phillips, Peter C. B.
;
Wu, Yangru
;
Yu, Jun
- In:
International economic review
52
(
2011
)
1
,
pp. 201-227
Persistent link: https://www.econbiz.de/10008847570
Saved in:
6
Albert Rex Bergstrom 1925 - 2005
Phillips, Peter C. B.
- In:
New Zealand economic papers
39
(
2005
)
2
,
pp. 129-152
Persistent link: https://www.econbiz.de/10009938808
Saved in:
7
Two New Zealand pioneer econometricians
Phillips, Peter C. B.
- In:
New Zealand economic papers
44
(
2010
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009938873
Saved in:
8
A Gaussian approach for continuous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C.B.
- In:
The econometrics journal
4
(
2001
)
2
,
pp. 210-224
Persistent link: https://www.econbiz.de/10007483857
Saved in:
9
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10007283040
Saved in:
10
Multivariate Stochastic Volatility: A Review
Asai, Manabu
;
Mcaleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 145-176
Persistent link: https://www.econbiz.de/10007283047
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