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~person:"Yu, Jun"
~type_genre:"Aufsatz in Zeitschrift"
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Bias
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Systematischer Fehler
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Option pricing theory
3
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Mean Reversion
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Aufsatz in Zeitschrift
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Yu, Jun
Bun, Maurice J. G.
8
Havránek, Tomáš
8
Phillips, Peter C. B.
7
Weidner, Martin
7
Bao, Yong
6
Doucouliagos, Chris
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5
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Yang, Zhenlin
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5
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4
Caudill, Steven B.
4
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4
Davis, Justin
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Dwivedi, Yogesh Kumar
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Journal of econometrics
2
The review of financial studies
2
Economics letters
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ECONIS (ZBW)
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1
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
2
Bias in the estimation of the mean reversion parameter in continuous time models
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 114-122
Persistent link: https://www.econbiz.de/10009666687
Saved in:
3
Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
Saved in:
4
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
5
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
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