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Bias in the estimation of the...
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1
Econometric analysis of continuous time models : a survey of Peter Phillips's work and some new results
Yu, Jun
- In:
Econometric theory
30
(
2014
)
4
,
pp. 737-774
Persistent link: https://www.econbiz.de/10010502144
Saved in:
2
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:
3
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:
4
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
Saved in:
5
MCMC methods for estimating stochastic volatility models with leverage effects : comments on Jacquier, Polson and Rossi (2002)
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001722236
Saved in:
6
Forecasting volatility in the New Zealand stock market
Yu, Jun
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 193-202
Persistent link: https://www.econbiz.de/10001640366
Saved in:
7
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
Saved in:
8
Forecasting volatility in the New Zealand stock market
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435277
Saved in:
9
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:
10
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
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