Jun Yu
Jun Yu
Lee Kong Chian Professor of Economics and Finance, Singapore Management University
smu.edu.sg üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Alıntı yapanlar
Alıntı yapanlar
Explosive behavior and the NASDAQ bubble in the 1990s: when did irrational exuberance escalate asset values?
PCB Phillips, Y Wu, J Yu
Cowles Foundation for Research in Economics, Yale University, Draft dtd …, 2007
Testing for multiple bubbles
PCB Phillips, SP Shi, J Yu
Cowles Foundation Discussion Paper, 2012
Dating the timeline of financial bubbles during the subprime crisis
PCB Phillips, J Yu
Quantitative Economics 2 (3), 455-491, 2011
On leverage in a stochastic volatility model
J Yu
Journal of Econometrics 127 (2), 165-178, 2005
Multivariate stochastic volatility: a review
M Asai, M McAleer, J Yu
Econometric Reviews 25 (2-3), 145-175, 2006
BUGS for a Bayesian analysis of stochastic volatility models
R Meyer, J Yu
The econometrics journal 3 (2), 198-215, 2002
Deviance information criterion for comparing stochastic volatility models
A Berg, R Meyer, J Yu
Journal of Business & Economic Statistics 22 (1), 107-120, 2004
Forecasting volatility in the New Zealand stock market
J Yu
Applied Financial Economics 12 (3), 193-202, 2002
Testing for multiple bubbles: Limit theory of real‐time detectors
PCB Phillips, S Shi, J Yu
International Economic Review 56 (4), 1079-1134, 2015
Comment: a selective overview of nonparametric methods in financial econometrics
PCB Phillips, J Yu
Statistical Science 20 (4), 338-343, 2005
Multivariate stochastic volatility models: Bayesian estimation and model comparison
J Yu, R Meyer
Econometric Reviews 25 (2-3), 361-384, 2006
Empirical characteristic function estimation and its applications
J Yu
Econometric Reviews 23 (2), 93-123, 2004
Specification sensitivity in right‐tailed unit root testing for explosive behaviour
PCB Phillips, S Shi, J Yu
oxford bulletin of economics and statistics 76 (3), 315-333, 2014
Detecting bubbles in Hong Kong residential property market
MS Yiu, J Yu, L Jin
Journal of Asian Economics 28, 115-124, 2013
Jackknifing bond option prices
PCB Phillips, J Yu
The Review of Financial Studies 18 (2), 707-742, 2005
Indirect inference for dynamic panel models
C Gouriéroux, PCB Phillips, J Yu
Journal of Econometrics 157 (1), 68-77, 2010
Empirical characteristic function in time series estimation
JL Knight, J Yu
Econometric Theory 18 (3), 691-721, 2002
Maximum likelihood and Gaussian estimation of continuous time models in finance
PCB Phillips, J Yu
Handbook of financial time series, 497-530, 2009
A Gaussian approach for continuous time models of the short-term interest rate
J Yu, PCB Phillips
The Econometrics Journal 4 (2), 210-224, 2001
Bias in the estimation of the mean reversion parameter in continuous time models
J Yu
Journal of Econometrics, 2012
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20