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Phillips, Peter C.B.
138
Yu, Jun
41
Xiao, Zhijie
7
Magdalinos, Tassos
6
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6
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6
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Econometric theory
61
Journal of econometrics
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
The econometrics journal
7
Econometric reviews
3
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3
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3
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3
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2
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2
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2
Journal of internet commerce
2
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2
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1
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1
Energy conversion and management : ECM
1
International journal of electronic marketing and retailing : IJEMR
1
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1
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1
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The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
Phillips, Peter C.B.
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 202-207
Persistent link: https://www.econbiz.de/10008222684
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2
A Gaussian approach for continuous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C.B.
- In:
The econometrics journal
4
(
2001
)
2
,
pp. 210-224
Persistent link: https://www.econbiz.de/10007483857
Saved in:
3
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C.B.
;
Yu, Jun
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10008253331
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4
THE ET INTERVIEW: A CONVERSATION WITH ERIC GHYSELS
Phillips, Peter C.B.
;
Yu, Jun
- In:
Econometric theory
28
(
2011
)
1
,
pp. 207-218
Persistent link: https://www.econbiz.de/10009832945
Saved in:
5
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C.B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-78
Persistent link: https://www.econbiz.de/10008418107
Saved in:
6
Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu
;
Phillips, Peter C.B.
;
Yu, Jun
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 228-246
Persistent link: https://www.econbiz.de/10008877465
Saved in:
7
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C.B.
;
Yu, Jun
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10008890763
Saved in:
8
Empirical Characteristic Function Estimation and Its Applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-124
Persistent link: https://www.econbiz.de/10006880813
Saved in:
9
Performance characteristic of isothermal chemical engines
Chen, Lingen
;
Sun, Fengrui
;
Wu, Chih
;
Yu, Jun
- In:
Energy conversion and management : ECM
38
(
1997
)
18
,
pp. 1841-1846
Persistent link: https://www.econbiz.de/10006630150
Saved in:
10
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10006752012
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