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Empirical characteristic functions estimation and its applications
Yu, Jun - In: Econometric reviews 23 (2004) 2, pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
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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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Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.; Yu, Jun - In: Handbook of financial time series, (pp. 497-530). 2009
Persistent link: https://www.econbiz.de/10003834176
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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
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A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 150 (2009) 2, pp. 139-150
Persistent link: https://www.econbiz.de/10003858462
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A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations
Phillips, Peter C. B.; Yu, Jun - 2005
Persistent link: https://www.econbiz.de/10003000713
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 18 (2005) 2, pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001727120
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Empirical characteristic function in time series estimation
Knight, John L.; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435272
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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