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BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate; Yu, Jun - 2000
Persistent link: https://www.econbiz.de/10001513469
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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
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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 function in time series estimation
Knight, John L.; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435272
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BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate; Yu, Jun - In: The econometrics journal 3 (2000) 2, pp. 198-215
Persistent link: https://www.econbiz.de/10001546183
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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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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
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Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen; Zhang, X. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001715835
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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
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Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen; Zhang, Xibin; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001722409