Access Statistics for Jun Yu

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options	1	4	15	469	2	9	45	1,054
A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations	4	9	35	191	8	18	82	406
Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility	1	8	24	59	2	11	44	147
Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde	2	3	18	70	4	9	45	195
Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan	1	2	10	31	2	4	24	93
Estimation of Hyperbolic Diffusion Using MCMC Method	1	3	13	188	3	10	42	581
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?	3	10	44	46	9	35	115	127
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?	2	10	23	23	5	26	30	30
Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate	1	6	22	284	7	17	51	788
Indirect Inference for Dynamic Panel Models	4	15	37	243	9	23	96	543
Information Loss in Volatility Measurement with Flat Price Trading	1	2	14	14	0	7	33	33
Information Loss in Volatility Measurement with Flat Price Trading	1	4	18	55	2	18	112	320
Information Loss in Volatility Measurement with Flat Price Trading	0	2	3	31	1	6	20	79
Jackknifing Bond Option Prices	1	2	9	37	5	11	44	146
Jackknifing Bond Option Prices	1	3	25	403	8	16	88	1,359
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance	12	26	102	276	37	84	352	763
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison	7	12	63	243	9	22	154	463
On Leverage in a Stochastic Volatility Model	0	0	0	1	2	7	25	291
On Leverage in a Stochastic Volatility Model	3	5	20	89	8	12	52	224
On leverage in a stochastic volatility model	0	0	0	0	3	7	17	183
Simulation-based Estimation of Contingent-claims Prices	11	16	40	117	21	36	124	324
Temporal Aggregation and Risk-Return Relation	1	1	2	2	2	4	7	7
Total Working Papers	58	143	537	2,872	149	392	1,602	8,156

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Gaussian approach for continuous time models of the short-term interest rate	0	0	0	14	0	1	15	350
A class of nonlinear stochastic volatility models and its implications for pricing currency options	1	1	3	26	1	5	16	68
A two-stage realized volatility approach to estimation of diffusion processes with discrete data	2	3	3	3	5	6	6	6
BUGS for a Bayesian analysis of stochastic volatility models	0	0	0	32	5	11	68	1,051
Comment	0	0	1	7	0	0	4	38
Deviance Information Criterion for Comparing Stochastic Volatility Models	0	0	0	0	5	12	44	433
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION	0	0	4	5	1	4	19	20
Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method	0	4	10	78	2	6	22	150
Forecasting Volatility in the New Zealand Stock Market	0	1	10	222	1	8	38	616
Jackknifing Bond Option Prices	1	1	8	46	1	3	21	178
On leverage in a stochastic volatility model	2	8	35	137	5	17	59	234
Simulation-Based Estimation of Contingent-Claims Prices	2	2	2	2	3	4	4	4
Temporal aggregation and risk-return relation	1	2	3	8	1	2	6	28
Total Journal Articles	9	22	79	580	30	79	322	3,176

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Statistics updated 2009-11-04