Yu Jun

发表

A Class of Nonlinear Stochastic Volatility Models

Yu Jun, 2019 .

Empirical Characteristic Function Estimation and Its Applications

Yu Jun, 2019 .

Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University A semiparametric stochastic volatility model A semiparametric stochastic volatility model

Yu Jun, 2020 .

Simulation-based Estimation Methods for Financial Time Series Models

Yu Jun, 2020 .

Simulation-based Estimation Methods for Financial Time Series Models

Yu Jun, 2019 .

A Class of Nonlinear Stochastic Volatility Models

Yu Jun, 2019 .

Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models

Yu Jun, 2020 .

Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models

Yu Jun, 2020 .

Econometric Analysis of Continuous Time Models: A Survey of Peter Philipâ•Žs Work and Some New Results

Yu Jun, 2020 .

Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models

Yu Jun, 2019 .

Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University Forecast combinations in machine learning Forecast combinations in machine learning

Tian Xie, Yue Qiu, Yu Jun, 2020 .

Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University Empirical Characteristic Function Estimation and Its Applications Empirical Characteristic Function Estimation and Its Applications

Yu Jun, 2020 .

Institutional Knowledge at Singapore Management University BUGS for a Bayesian analysis of stochastic volatility models

R. Meyer, Yu Jun, 2019 .

Institutional Knowledge at Singapore Management University Simulation-Based Estimation Methods for Financial Time Series Models

Yu Jun, 2019 .

Econometric analysis of continuous time models: A survey of Peter Phillips' work and some new results

Yu Jun, 2020 .

Institutional Knowledge at Singapore Management University Simulation-Based Estimation of Contingent-Claims Prices

Yu Jun, 2019 .

Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University An improved Bayesian unit root test in stochastic volatility models An improved Bayesian unit root test in stochastic volatility models

Yu Jun, L. Yong, 2020 .

Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models

Yu Jun, 2020 .

A class of nonlinear stochastic volatility models and its implications on pricing currency options

Yu Jun, 2002 .

Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University Asymptotic theory for rough fractional vasicek models Asymptotic theory for rough fractional vasicek models

Weilin Xiao, Yu Jun, 2020 .

Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University On Leverage in a Stochastic Volatility Model On Leverage in a Stochastic Volatility Model

Yu Jun, 2020 .

Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University On Leverage in a Stochastic Volatility Model On Leverage in a Stochastic Volatility Model

Yu Jun, 2020 .

Institutional Knowledge at Singapore Management University On Leverage in a Stochastic Volatility Model

Yu Jun, 2019 .

Local powers of least-squares-based test for panel fractional Ornstein-Uhlenbeck process

Weilin Xiao, Katsuto Tanaka, Yu Jun, 2020 .

Institutional Knowledge at Singapore Management University A Semiparametric Stochastic Volatility Model

Yu Jun, 2019 .

Econometric Analysis of Continuous Time Models: A Survey of Peter Phillip’s Work and Some New Results

Yu Jun, 2009 .

Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University Forecasting Volatility in the New Zealand Stock Market Forecasting Volatility in the New Zealand Stock Market

YU JUN, Yu Jun, YU Jun, 2000 .