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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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Forecasting volatility in the New Zealand stock market
Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435277
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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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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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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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A class of nonlinear stochastic volatility models
Yu, Jun; Yang, Zhenlin - 2002
Persistent link: https://www.econbiz.de/10001677963
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Forecasting volatility in the New Zealand stock market
Yu, Jun - In: Applied financial economics 12 (2002) 3, pp. 193-202
Persistent link: https://www.econbiz.de/10001640366
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Forecasting volatility : evidence from the German stock market
Bluhm, Hagen W.; Yu, Jun - 2001
Persistent link: https://www.econbiz.de/10001646231