Jun Yu

Citado por

	Todos	Desde 2020
Citações	10895	4446
Índice h	40	26
Índice i10	84	56

1000

500

250

750

2003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202533 76 69 126 141 192 277 274 329 443 361 488 531 710 648 746 819 826 777 785 895 1000 155

Acesso público

Ver todos

40 artigos

1 artigo

disponível

não disponível

Com base nas autorizações de financiamento

Coautores

Peter C. B. PhillipsYale UniversityE-mail confirmado em yale.edu
Shuping ShiMacquarie UniversityE-mail confirmado em mq.edu.au
Renate MeyerProfessor of Statistics, University of AucklandE-mail confirmado em stat.auckland.ac.nz
Xiaohu WangFudan UniversityE-mail confirmado em fudan.edu.cn
Yangru WuProfessor of Finance, Rutgers UniversityE-mail confirmado em business.rutgers.edu
Andras FulopProfessor of Finance, ESSEC Business SchoolE-mail confirmado em essec.edu
Manabu ASAISoka UniversityE-mail confirmado em soka.ac.jp
Michael McAleerProfessor of Quantitative Finance, Erasmus University RotterdamE-mail confirmado em ese.eur.nl
Xibin ZhangMonash UniversityE-mail confirmado em monash.edu
Hans J. SkaugUniversity of BergenE-mail confirmado em uib.no
Jianqing FanProfessor of Statistics, Professor of Finance, Princeton UniversityE-mail confirmado em princeton.edu
Junye LIFudan UniversityE-mail confirmado em fudan.edu.cn
Yang ZhenlinProfessor, Shcool of Economics, Singapore Management UniversityE-mail confirmado em smu.edu.sg
Tian XieXiamen UniversityE-mail confirmado em xmu.edu.cn
Yubo TaoAssistant Professor of Economics, University of MacauE-mail confirmado em umac.mo
yiu kuen tsesingapore management universityE-mail confirmado em smu.edu.sg
Tore Selland KleppeProfessor of Mathematical StatisticsE-mail confirmado em uis.no
Daniel PreveAssociate Professor of Economics (Education), School of Economics, Singapore Management UniversityE-mail confirmado em smu.edu.sg
Aman UllahProfessor of Economics , University of California, RiversideE-mail confirmado em ucr.edu
Ye CHENCapital University of Economics and BusinessE-mail confirmado em cueb.edu.cn

Seguir

Jun Yu

University of Macau

E-mail confirmado em um.edu.mo - Página inicial

Econometrics Financial Econometrics Empirical Asset Pricing Bayesian Econometrics


Título Ordenar por citações Ordenar por ano Ordenar por título	Citado por Citado por	Ano
Testing for multiple bubbles PCB Phillips, SP Shi, J Yu Cowles Foundation Discussion Paper, 2012	1656*	2012
Explosive behavior and the NASDAQ bubble in the 1990s: when did irrational exuberance escalate asset values? PCB Phillips, Y Wu, J Yu Cowles Foundation for Research in Economics, Yale University, Draft dtd …, 2007	1491*	2007
Dating the timeline of financial bubbles during the subprime crisis PCB Phillips, J Yu Quantitative Economics 2 (3), 455-491, 2011	767	2011
On leverage in a stochastic volatility model J Yu Journal of Econometrics 127 (2), 165-178, 2005	553	2005
Testing for multiple bubbles: Limit theory of real‐time detectors PCB Phillips, S Shi, J Yu International Economic Review 56 (4), 1079-1134, 2015	537	2015
Multivariate stochastic volatility: A review M Asai, M McAleer, J Yu Econometric Reviews 25 (2-3), 145-175, 2006	452	2006
Deviance information criterion for comparing stochastic volatility models A Berg, R Meyer, J Yu Journal of Business & Economic Statistics 22 (1), 107-120, 2004	384	2004
Forecasting volatility in the New Zealand stock market J Yu Applied Financial Economics 12 (3), 193-202, 2002	375	2002
BUGS for a Bayesian analysis of stochastic volatility models R Meyer, J Yu The econometrics journal 3 (2), 198-215, 2002	367	2002
Multivariate stochastic volatility models: Bayesian estimation and model comparison J Yu, R Meyer Econometric Reviews 25 (2-3), 361-384, 2006	279	2006
Comment: a selective overview of nonparametric methods in financial econometrics PCB Phillips, J Yu Statistical Science 20 (4), 338-343, 2005	248*	2005
Empirical characteristic function estimation and its applications J Yu Econometric Reviews 23 (2), 93-123, 2004	246	2004
Specification sensitivity in right‐tailed unit root testing for explosive behaviour PCB Phillips, S Shi, J Yu Oxford Bulletin of Economics and Statistics 76 (3), 315-333, 2014	224	2014
Detecting bubbles in Hong Kong residential property market MS Yiu, J Yu, L Jin Journal of Asian Economics 28, 115-124, 2013	210	2013
Jackknifing bond option prices PCB Phillips, J Yu The Review of Financial Studies 18 (2), 707-742, 2005	159	2005
Indirect inference for dynamic panel models C Gouriéroux, PCB Phillips, J Yu Journal of Econometrics 157 (1), 68-77, 2010	151	2010
Maximum likelihood and Gaussian estimation of continuous time models in finance PCB Phillips, J Yu Handbook of financial time series, 497-530, 2009	148	2009
Empirical characteristic function in time series estimation JL Knight, J Yu Econometric Theory 18 (3), 691-721, 2002	123	2002
Self-exciting jumps, learning, and asset pricing implications A Fulop, J Li, J Yu The Review of Financial Studies 28 (3), 876-912, 2015	111	2015
Bias in the estimation of the mean reversion parameter in continuous time models J Yu Journal of Econometrics, 2012	96	2012

O sistema não pode executar a operação agora. Tente novamente mais tarde.

Artigos 1–20

Citações por ano

Citações duplicadas

Citações mescladas

Adicionar coautoresCoautores

Seguir

Citado por

Coautores