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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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Gaussian estimation of continuous time models of the short term interest rate
Yu, Jun; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596325
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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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Essential equilibria of n-person noncooperative games
Yu, Jian - In: Journal of mathematical economics 31 (1999) 3, pp. 361-372
Persistent link: https://www.econbiz.de/10001418973
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
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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