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Explosive Behavior in the 1990...
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Stochastic process
Theorie
420
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418
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318
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318
Time series analysis
262
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261
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143
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143
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116
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108
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108
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84
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74
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English
108
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Phillips, Peter C. B.
75
Yu, Jun
40
Lieberman, Offer
10
Hu, Ling
6
Wang, Qiying
6
Wang, Xiaohu
6
Chang, Yoosoon
5
Han, Chirok
5
Meyer, Renate
5
Park, Joon Y.
5
Zhang, Chen
4
Jin, Sainan
3
Knight, John L.
3
Liang, Hanying
3
Shimotsu, Katsumi
3
Sul, Donggyu
3
Wang, Hanchao
3
Bao, Yong
2
Berg, Andreas
2
Gao, Jiti
2
Kasparis, Ioannis
2
Kim, Chang Sik
2
Liao, Zhipeng
2
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2
Shi, Shuping
2
Tse, Yiu Kuen
2
Ullah, Aman
2
Wang, Yun
2
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2
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2
Yang, Zhenlin
2
Zhang, Xibin
2
Asai, Manabu
1
Baek, Yae In
1
Biswas, Eva
1
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1
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1
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1
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1
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Cowles Foundation discussion paper
23
Journal of econometrics
13
Cowles Foundation Discussion Paper
10
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Econometric theory
7
Econometric reviews
5
Working paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Economics letters
2
Global COE Hi-Stat discussion paper series
2
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2
The econometrics journal
2
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1
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1
CAFE Research Paper
1
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of financial time series
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Time series analysis : in memory of E. J. Hannan
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ECONIS (ZBW)
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1
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
Saved in:
2
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
3
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
4
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
5
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
Saved in:
6
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
7
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
8
A semiparametric stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
Saved in:
9
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
Saved in:
10
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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