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Do stock returns follow a finite variance distribution?
Shao, Qi-man; Hao, Yu; Yu, Jun - In: Annals of economics and finance 2 (2001) 2, pp. 467-486
Persistent link: https://www.econbiz.de/10001732291
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Realized daily variance of S&P 500 cash index : a revaluation of stylized facts
Huang, Shirley J.; Liu, Qianqiu; Yu, Jun - In: Annals of economics and finance 8 (2007) 1, pp. 33-56
Persistent link: https://www.econbiz.de/10003714370
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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