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~person:"Yu, Jun"
~subject:"Schätzung"
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Search: subject:"Stochastischer Prozess"
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Schätzung
Stochastic process
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Stochastischer Prozess
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Theorie
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Yu, Jun
McAleer, Michael
40
Asai, Manabu
23
Chan, Joshua
17
Gil-Alaña, Luis A.
17
Mumtaz, Haroon
16
Todorov, Viktor
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Tauchen, George Eugene
14
Koopman, Siem Jan
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Rodriguez, Gabriel
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Strachan, Rodney W.
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Pettenuzzo, Davide
11
Timmermann, Allan
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Caporale, Guglielmo Maria
10
Hafner, Christian M.
10
Obstfeld, Maurice
10
Wilfling, Bernd
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Balcilar, Mehmet
9
Chang, Tsangyao
9
Fernández-Villaverde, Jesús
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Herwartz, Helmut
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Ozdemir, Zeynel Abidin
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Tansel, Aysit
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Tansel, Aysıt
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Clark, Todd E.
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Guerrón-Quintana, Pablo A.
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Härdle, Wolfgang
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Li, Jia
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Rubio-Ramírez, Juan Francisco
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Theodoridis, Konstantinos
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Bollerslev, Tim
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Caporin, Massimiliano
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Chan, Joshua C. C.
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Chang, Hsu-Ling
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Mertens, Elmar
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Nason, James Michael
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Su, Chi-Wei
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Bos, Charles S.
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
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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
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
Saved in:
3
Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L.
;
Satchell, Stephen
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435264
Saved in:
4
Estimation of a self-exciting poisson jump diffusion model by the empirical characteristic function method
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435268
Saved in:
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