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~person:"Yu, Jun"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Trend-cycle estimation"
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Kapitaleinkommen
Long memory
Stochastischer Prozess
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Yu, Jun
Gil-Alaña, Luis A.
77
Caporale, Guglielmo Maria
49
Koopman, Siem Jan
44
Phillips, Peter C. B.
41
Gupta, Rangan
32
McAleer, Michael
32
Gao, Jiti
31
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23
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22
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19
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18
Asai, Manabu
16
Bos, Charles S.
15
Andersen, Torben
14
Chang, Chia-Lin
14
Rodriguez, Gabriel
14
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12
Engle, Robert F.
12
Gonçalves, Sílvia
12
Härdle, Wolfgang
12
Marcellino, Massimiliano
12
Shephard, Neil G.
12
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12
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11
Guidolin, Massimo
11
Prokopczuk, Marcel
11
Cheema, Muhammad A.
10
Grassi, Stefano
10
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10
Harvey, Andrew C.
10
Li, Youwei
10
McMillan, David G.
10
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10
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9
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
6
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
7
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Zhang, Chen
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542217
Saved in:
8
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:
9
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
10
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
1
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