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Estimation of a self-exciting poisson jump diffusion model by the empirical characteristic function method
Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435268
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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/10003355796
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Specification sensitivities in right-tailed unit root testing for financial bubbles
Shi, Shu-ping; Phillips, Peter C. B.; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009259877
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A test and its application in modelling daily stock returns
Shao, Qi-man; Hao, Yu; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435251
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Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L.; Satchell, Stephen; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435264
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A panel clustering approach to analyzing bubble behavior
Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013167755
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A panel clustering approach to analyzing bubble behavior
Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10012819732
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han; Fei, Yijie; Yu, Jun - 2023
Persistent link: https://www.econbiz.de/10014329798
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A lexicographic maxmin approach for allocating the fixed cost based upon data envelopment analysis
Liang, Liang; Li, Yong - In: Technology and innovation management : theories, …, (pp. 210-223). 2008
Persistent link: https://www.econbiz.de/10003669816
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Corporate venture capital investment decisions
Li, Yong - 2006
Persistent link: https://www.econbiz.de/10009242610