Jun Yu

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Peter C. B. PhillipsYale University確認したメールアドレス: yale.edu
Shuping ShiMacquarie University確認したメールアドレス: mq.edu.au
Renate MeyerProfessor of Statistics, University of Auckland確認したメールアドレス: stat.auckland.ac.nz
Xiaohu WangFudan University確認したメールアドレス: fudan.edu.cn
Yangru WuProfessor of Finance, Rutgers University確認したメールアドレス: business.rutgers.edu
Andras FulopProfessor of Finance, ESSEC Business School確認したメールアドレス: essec.edu
Manabu ASAISoka University確認したメールアドレス: soka.ac.jp
Michael McAleerProfessor of Quantitative Finance, Erasmus University Rotterdam確認したメールアドレス: ese.eur.nl
Xibin ZhangMonash University確認したメールアドレス: monash.edu
Hans J. SkaugUniversity of Bergen確認したメールアドレス: uib.no
Jianqing FanProfessor of Statistics, Professor of Finance, Princeton University確認したメールアドレス: princeton.edu
Junye LIFudan University確認したメールアドレス: fudan.edu.cn
Yang ZhenlinProfessor, Shcool of Economics, Singapore Management University確認したメールアドレス: smu.edu.sg
Tian XieXiamen University確認したメールアドレス: xmu.edu.cn
yiu kuen tsesingapore management university確認したメールアドレス: smu.edu.sg
Tore Selland KleppeProfessor of Mathematical Statistics確認したメールアドレス: uis.no
Yubo TaoAssistant Professor of Economics, University of Macau確認したメールアドレス: umac.mo
Daniel PreveAssociate Professor of Economics (Education), School of Economics, Singapore Management University確認したメールアドレス: smu.edu.sg
Aman UllahProfessor of Economics , University of California, Riverside確認したメールアドレス: ucr.edu
Ye CHENCapital University of Economics and Business確認したメールアドレス: cueb.edu.cn

フォロー

Jun Yu

University of Macau

確認したメールアドレス: um.edu.mo - ホームページ

Econometrics Financial Econometrics Empirical Asset Pricing Bayesian Econometrics


タイトル引用回数順公開年順タイトル順	引用先引用先	年
Testing for multiple bubbles PCB Phillips, SP Shi, J Yu Cowles Foundation Discussion Paper, 2012	1559*	2012
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	1429*	2007
Dating the timeline of financial bubbles during the subprime crisis PCB Phillips, J Yu Quantitative Economics 2 (3), 455-491, 2011	746	2011
On leverage in a stochastic volatility model J Yu Journal of Econometrics 127 (2), 165-178, 2005	550	2005
Testing for multiple bubbles: Limit theory of real‐time detectors PCB Phillips, S Shi, J Yu International Economic Review 56 (4), 1079-1134, 2015	492	2015
Multivariate stochastic volatility: a review M Asai, M McAleer, J Yu Econometric Reviews 25 (2-3), 145-175, 2006	449	2006
Deviance information criterion for comparing stochastic volatility models A Berg, R Meyer, J Yu Journal of Business & Economic Statistics 22 (1), 107-120, 2004	381	2004
Forecasting volatility in the New Zealand stock market J Yu Applied Financial Economics 12 (3), 193-202, 2002	374	2002
BUGS for a Bayesian analysis of stochastic volatility models R Meyer, J Yu The econometrics journal 3 (2), 198-215, 2002	364	2002
Multivariate stochastic volatility models: Bayesian estimation and model comparison J Yu, R Meyer Econometric Reviews 25 (2-3), 361-384, 2006	275	2006
Comment: a selective overview of nonparametric methods in financial econometrics PCB Phillips, J Yu Statistical Science 20 (4), 338-343, 2005	243*	2005
Empirical characteristic function estimation and its applications J Yu Econometric Reviews 23 (2), 93-123, 2004	240	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	219	2014
Detecting bubbles in Hong Kong residential property market MS Yiu, J Yu, L Jin Journal of Asian Economics 28, 115-124, 2013	208	2013
Jackknifing bond option prices PCB Phillips, J Yu The Review of Financial Studies 18 (2), 707-742, 2005	155	2005
Indirect inference for dynamic panel models C Gouriéroux, PCB Phillips, J Yu Journal of Econometrics 157 (1), 68-77, 2010	146	2010
Maximum likelihood and Gaussian estimation of continuous time models in finance PCB Phillips, J Yu Handbook of financial time series, 497-530, 2009	140	2009
Empirical characteristic function in time series estimation JL Knight, J Yu Econometric Theory 18 (3), 691-721, 2002	122	2002
Self-exciting jumps, learning, and asset pricing implications A Fulop, J Li, J Yu The Review of Financial Studies 28 (3), 876-912, 2015	102	2015
Bias in the estimation of the mean reversion parameter in continuous time models J Yu Journal of Econometrics, 2012	93	2012

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