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isPartOf:"Journal of econometrics"
~person:"Yu, Jun"
~subject:"Optionspreistheorie"
~subject:"Stochastischer Prozess"
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Optionspreistheorie
Stochastischer Prozess
Volatility
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Yu, Jun
Todorov, Viktor
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McAleer, Michael
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Asai, Manabu
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Xiu, Dacheng
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Journal of econometrics
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
A semiparametric stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
Saved in:
3
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
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