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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001727120
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Deviance information criterion as a model comparison criterion for stochastic volatility models
Berg, Andreas; Meyer, Renate; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001690310
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Forecasting volatility : evidence from the German stock market
Bluhm, Hagen W.; Yu, Jun - 2001
Persistent link: https://www.econbiz.de/10001646231
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Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen; Zhang, X. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001715835
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Deviance information criterion for comparing stochastic volatility models
Berg, Andreas; Meyer, Renate; Yu, Jun - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 107-120
Persistent link: https://www.econbiz.de/10001891469
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BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate; Yu, Jun - 2000
Persistent link: https://www.econbiz.de/10001513469
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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
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Do topics diffuse from core to periphery journals?
Bandyopadhyay, Debasis; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435245
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A test and its application in modelling daily stock returns
Shao, Qi-man; Hao, Yu; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435251
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Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L.; Satchell, Stephen; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435264