The following pages link to Jun Yu (Q262830):
Displaying 50 items.
- On leverage in a stochastic volatility model (Q262831) (← links)
- Double asymptotics for explosive continuous time models (Q284296) (← links)
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
- (Q469572) (redirect page) (← links)
- Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
- (Q496142) (redirect page) (← links)
- A Bayesian chi-squared test for hypothesis testing (Q496143) (← links)
- Limit theory for an explosive autoregressive process (Q498795) (← links)
- Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799) (← links)
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
- An efficient method for maximum likelihood estimation of a stochastic volatility model (Q660059) (← links)
- Bayesian hypothesis testing in latent variable models (Q738117) (← links)
- A semiparametric stochastic volatility model (Q738174) (← links)
- A class of nonlinear stochastic volatility models and its implications for pricing currency options (Q1010566) (← links)
- A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560) (← links)
- Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
- Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Specification tests based on MCMC output (Q1792489) (← links)
- Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
- Deviance information criterion for latent variable models and misspecified models (Q2173191) (← links)
- Optimal jackknife for unit root models (Q2344879) (← links)
- Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
- A new approach to Bayesian hypothesis testing (Q2512626) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- BUGS for a Bayesian analysis of stochastic volatility models (Q2707871) (← links)
- Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Dating the timeline of financial bubbles during the subprime crisis (Q3118265) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- Simulated maximum likelihood estimation of continuous time stochastic volatility models (Q3295692) (← links)
- Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance (Q3646968) (← links)
- Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (Q4408643) (← links)
- A Gaussian approach for continuous time models of the short-term interest rate (Q4549735) (← links)
- Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (Q4610221) (← links)
- ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
- EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION (Q4807306) (← links)
- SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION (Q4979932) (← links)
- Hypothesis testing, specification testing, and model selection based on the MCMC output using R (Q5116810) (← links)
- Deviance Information Criterion for Comparing VAR Models (Q5133521) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
- Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109) (← links)
- TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
- TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS (Q5744882) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
