Estimation of a self-exciting poisson jump diffusion model by the empirical characteristic function method

von Yu, Jun
Veröffentlicht 1999

Consistency of a nearest neighbor density estimator for dependent variables

von Yu, Jun
Veröffentlicht 1994

Econometric analysis of continuous time models : a survey of Peter Phillips's work and some new results

von Yu, Jun
Veröffentlicht in Econometric theory (2014)

Annals issue in "Bayesian methods in economics and finance"

Veröffentlicht 2022

Consistency of an alternative nearest neighbor probability density function estimation

von Yu, Jun
Veröffentlicht 1993

Convergence rates of a nearest neighbor density estimator from dependent observations

von Yu, Jun
Veröffentlicht 1994

On the rate of strong uniform convergence for a nearest neighbor probability density estimator

von Yu, Jun
Veröffentlicht 1993

A semiparametric stochastic volatility model

von Yu, Jun
Veröffentlicht in Journal of econometrics (2012)

Bias in the estimation of the mean reversion parameter in continuous time models

von Yu, Jun
Veröffentlicht in Journal of econometrics (2012)

Biotechnology research in China : a personal perspective

von Yu, Jun
Veröffentlicht in Innovation with Chinese characteristics (2007)

Empirical characteristic functions estimation and its applications

von Yu, Jun
Veröffentlicht in Econometric reviews (2004)

Simulation Analysis and Experimental Verification of High-Speed Train Electromagnetic Disturbance

von Yu, Jun
Veröffentlicht in International Conference on Electrical and Information Technologies for Rail Transportation (4. : 2019 : Tsingtau) Proceedings of the 4th International Conference on Electrical and Information Technologies for Rail Transportation (EITRT) 2019: Novel traction drive technologies of rail transportation (2020)

Proceedings of first International Conference of Modelling and Simulation

Veröffentlicht 2008

Catastrophe options with double compound Poisson processes

von Yu, Jun
Veröffentlicht in Economic modelling (2015)

On leverage in a stochastic volatility model

von Yu, Jun
Veröffentlicht in Journal of econometrics (2005)

Optimal asset-liability management for an insurer under markov regime switching jump-diffusion market

von Yu, Jun
Veröffentlicht in Asia-Pacific financial markets (2014)

Almost sure Lp-norm convergence for a nearest neighbor probability density estimator

von Yu, Jun
Veröffentlicht 1993

Uniform convergence rates of a nearest neighbor estimator for a class of probability density functions

von Yu, Jun
Veröffentlicht 1993

Uniform convergence rates for a nearest neighbor density estimator under dependence assumptions

von Yu, Jun
Veröffentlicht 1995

MCMC methods for estimating stochastic volatility models with leverage effects : comments on Jacquier, Polson and Rossi (2002)

von Yu, Jun
Veröffentlicht 2002