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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
259
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258
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103
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64
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64
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56
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56
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English
36
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Yu, Jun
36
Phillips, Peter C. B.
7
Meyer, Renate
5
Wang, Xiaohu
5
Zhang, Chen
4
Knight, John L.
3
Berg, Andreas
2
Shi, Shuping
2
Tse, Yiu Kuen
2
Xiao, Weilin
2
Yang, Zhenlin
2
Zhang, Xibin
2
Asai, Manabu
1
Bao, Yong
1
Chen, Han
1
Fei, Yijie
1
Fulop, Andras
1
Li, Junye
1
Li, Yong
1
Mariano, Roberto S.
1
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1
Satchell, Stephen
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Tao, Yubo
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
8
Journal of econometrics
6
Econometric reviews
4
Working paper
4
Global COE Hi-Stat discussion paper series
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of economics and finance
1
Cowles Foundation discussion paper
1
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1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Joon Y. Park : econometric theory
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Handbook of financial time series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
36
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1
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
2
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
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Investigating impacts of self-exciting jumps in returns and volatility : a Bayesian learning approach
Fulop, Andras
;
Li, Junye
;
Yu, Jun
-
2012
Persistent link: https://www.econbiz.de/10010202344
Saved in:
8
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:
9
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:
10
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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