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~person:"Yu, Jun"
~subject:"Theorie"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Yu, Jun
Koopman, Siem Jan
27
Phillips, Peter C. B.
26
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18
Küchler, Uwe
18
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16
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14
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12
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12
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9
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9
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7
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
8
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2
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1
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:
2
Investigating impacts of self-exciting jumps in returns and volatility : a Bayesian learning approach
Fulop, Andras
;
Li, Junye
;
Yu, Jun
-
2012
Persistent link: https://www.econbiz.de/10010202344
Saved in:
3
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
4
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
5
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, X. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001715835
Saved in:
6
A class of nonlinear stochastic volatility models
Yu, Jun
;
Yang, Zhenlin
-
2002
Persistent link: https://www.econbiz.de/10001677963
Saved in:
7
Deviance information criterion as a model comparison criterion for stochastic volatility models
Berg, Andreas
;
Meyer, Renate
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001690310
Saved in:
8
A class of nonlinear stochastic volatility models and its implications on pricing currency options
Yu, Jun
;
Yang, Zhenlin
;
Zhang, Xibin
-
2002
Persistent link: https://www.econbiz.de/10001722373
Saved in:
9
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, Xibin
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001722409
Saved in:
10
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001513469
Saved in:
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