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Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.; Yu, Jun - 2000
Persistent link: https://www.econbiz.de/10001558290
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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
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Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.; Yu, Jun - 2009
Persistent link: https://www.econbiz.de/10003854432
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Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo (Robert); Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 209 (2019) 2, pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
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Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.; Yu, Jun - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
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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
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Empirical characteristic functions estimation and its applications
Yu, Jun - In: Econometric reviews 23 (2004) 2, pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
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A semiparametric stochastic volatility model
Yu, Jun - In: Journal of econometrics 167 (2012) 2, pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
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Optimal asset-liability management for an insurer under markov regime switching jump-diffusion market
Yu, Jun - In: Asia-Pacific financial markets 21 (2014) 4, pp. 317-330
Persistent link: https://www.econbiz.de/10010511568
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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/10002905096