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~subject:"Volatilität"
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Volatilität
Theorie
165
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165
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143
Estimation theory
49
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49
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43
Schätzung
42
Time series analysis
42
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42
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41
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41
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40
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40
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37
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30
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30
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29
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29
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28
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28
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26
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18
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17
Bibliografie enthalten
1
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1
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English
37
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Yu, Jun
32
Phillips, Peter C. B.
7
Meyer, Renate
5
Shi, Shuping
4
Yu, Jianfeng
3
Yuan, Yu
3
Berg, Andreas
2
Fulop, Andras
2
Li, Jia
2
Li, Junye
2
Stambaugh, Robert F.
2
Yang, Zhenlin
2
Asai, Manabu
1
Bluhm, Hagen W.
1
Chen, Han
1
Fei, Yijie
1
Huang, Shirley J.
1
Jin, Xing
1
Knight, John L.
1
Li, Yong
1
Liu, Qianqiu
1
McAleer, Michael
1
Qiu, Yue
1
Ryu, Doojin
1
Satchell, Stephen
1
Sun, Qingru
1
Wang, He
1
Wang, Leping
1
Wang, Xiaohu
1
Webb, Robert I.
1
Xi, Zenglei
1
Xiao, Weilin
1
Xie, Tian
1
Yang, Heejin
1
Yu, Jinxiu
1
Yu, Jinyoung
1
Zhang, Chen
1
Zhang, Shuo
1
Zhang, Xibin
1
Zhao, Wenqi
1
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Journal of econometrics
4
Cowles Foundation discussion paper
3
Working paper
3
Annals of economics and finance
2
Econometric reviews
2
Global COE Hi-Stat discussion paper series
2
Applied financial economics
1
Borsa Istanbul Review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
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1
Realized daily variance of S&P 500 cash index : a revaluation of stylized facts
Huang, Shirley J.
;
Liu, Qianqiu
;
Yu, Jun
- In:
Annals of economics and finance
8
(
2007
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10003714370
Saved in:
2
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:
3
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:
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
Temporal aggregation and risk-return relation
Jin, Xing
;
Wang, Leping
;
Yu, Jun
- In:
Finance research letters
4
(
2007
)
2
,
pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
Saved in:
7
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
Saved in:
8
Investor sentiment and the mean-variance relation
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
100
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009242221
Saved in:
9
Self-exciting jumps, learning, and asset pricing implications
Fulop, Andras
;
Li, Junye
;
Yu, Jun
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 876-912
Persistent link: https://www.econbiz.de/10011337555
Saved in:
10
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:
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