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Do stock returns follow a finite variance distribution?
Shao, Qi-man; Hao, Yu; Yu, Jun - In: Annals of economics and finance 2 (2001) 2, pp. 467-486
Persistent link: https://www.econbiz.de/10001732291
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
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A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 4, pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
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Deviance information criterion for comparing VAR models
Zeng, Tao; Li, Yong; Yu, Jun - In: Essays in honor of Peter C. B. Phillips, (pp. 615-637). 2014
Persistent link: https://www.econbiz.de/10010442832
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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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In-fill asymptotic theory for structural break point in autoregressions
Jiang, Liang; Wang, Xiaohu; Yu, Jun - In: Econometric reviews 40 (2021) 4, pp. 359-386
Persistent link: https://www.econbiz.de/10012515605
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Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue; Xie, Tian; Yu, Jun; Zhou, Qiankun - In: Journal of financial econometrics 20 (2022) 1, pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
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Testing for multiple bubbles : limit theory of real time detectors
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2013
Persistent link: https://www.econbiz.de/10010190205
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Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2013
Persistent link: https://www.econbiz.de/10010190219