Access Statistics for Jun Yu

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Chi-Squared Test for Hypothesis Testing 0 0 0 20 1 3 6 101
A Class of Nonlinear Stochastic Volatility Models 0 0 0 3 1 5 7 37
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 2 8 12 1,199
A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics 0 0 0 16 0 5 6 106
A New Bayesian Unit Root Test in Stochastic Volatility Models 0 0 0 50 0 3 5 252
A New Bayesian Unit Root Test in Stochastic Volatility Models 0 0 0 37 0 1 4 104
A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market 0 0 1 31 2 12 16 141
A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market 0 0 1 40 1 9 12 111
A New Wald Test for Hypothesis Testing Based on MCMC outputs 0 0 0 41 1 4 4 34
A Note on AIC and TIC for Model Selection 0 1 5 16 1 21 38 53
A Panel Clustering Approach to Analyzing Bubble Behavior 0 0 1 18 1 23 26 64
A Panel Clustering Approach to Analyzing Bubble Behavior 0 0 0 62 0 5 6 81
A Posterior-Based Wald-Type Statistic for Hypothesis Testing 0 0 0 35 2 7 13 64
A Quantile-based Asset Pricing Model 0 0 1 66 2 8 12 109
A Semiparametric Stochastic Volatility Model 0 0 0 7 0 5 5 53
A Specification Test based on the MCMC Output 0 0 0 19 0 3 6 94
A Test Statistic and Its Application in Modelling Daily Stock Returns 0 0 0 0 2 5 5 23
A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete 0 0 0 9 0 5 10 88
A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations 0 0 0 243 1 4 7 616
Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility 0 0 0 87 0 2 7 268
Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes 0 0 0 23 0 3 4 80
Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes 0 0 0 18 1 8 9 86
Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises 0 0 0 21 1 3 3 29
Asymptotic Theory for Estimating Drift Parameters in the Fractional Vasicek Model 0 1 2 28 1 9 12 55
Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model 0 0 0 47 0 3 6 25
Asymptotic Theory for Rough Fractional Vasicek Models 0 0 0 44 0 3 10 102
Automated Likelihood Based Inference for Stochastic Volatility Models 0 0 0 27 0 1 5 114
Automated Likelihood Based Inference for Stochastic Volatility Models 0 1 1 1 2 13 19 55
Automated Likelihood Based Inference for Stochastic Volatility Models 0 1 1 3 0 4 16 54
BUGS for a Bayesian Analysis of Stochastic Volatility Models 0 0 0 12 0 3 11 70
Bayesian Analysis of Bubbles in Asset Prices 0 0 0 64 2 10 20 124
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises 1 1 1 11 1 4 7 83
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises 0 0 0 17 0 4 10 146
Bayesian Hypothesis Testing in Latent Variable Models 0 0 0 45 1 6 12 191
Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility 0 0 0 5 2 5 6 27
Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility 0 0 0 46 0 3 5 228
Bias in Estimating Multivariate and Univariate Diffusions 0 0 0 43 0 2 5 194
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models 0 0 0 3 0 6 9 70
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models 0 0 0 11 0 4 7 123
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models 0 0 0 26 0 7 14 169
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes 0 0 0 45 1 9 10 61
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 1 6 10 125
Boosting Store Sales Through Ensemble Learning-Informed Promotional Decisions 0 2 10 10 2 9 31 31
Bubble Testing under Deterministic Trends 0 0 0 32 0 2 6 72
Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde 0 0 0 0 0 0 1 104
Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde 0 0 0 92 0 5 5 322
Comments on “A selective overview of nonparametric methods in financial econometrics†0 0 0 2 0 1 4 102
Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan 0 0 0 42 0 2 4 184
Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate" 0 0 0 28 0 5 6 75
Dating the Timeline of Financial Bubbles During the Subprime Crisis 0 0 0 45 1 10 13 252
Dating the Timeline of Financial Bubbles During the Subprime Crisis 0 0 1 168 0 2 4 436
Dating the Timeline of Financial Bubbles During the Subprime Crisis 0 0 0 18 0 4 7 102
Dating the Timeline of Financial Bubbles during the Subprime Crisis 0 0 0 297 2 39 43 1,000
Detecting Bubbles in Hong Kong Residential Property Market 0 0 0 13 0 3 5 52
Detecting Bubbles in Hong Kong Residential Property Market 0 0 0 70 1 7 8 251
Deviance Information Criterion as a Model Comparison Criterion for Stochastic Volatility Models 0 0 0 8 1 8 11 64
Deviance Information Criterion for Bayesian Model Selection: Justification and Variation 0 0 2 28 0 7 17 114
Deviance Information Criterion for Comparing VAR Models 0 0 0 109 1 4 6 86
Deviance Information Criterion for Model Selection:Theoretical Justification and Applications 0 0 2 5 4 12 22 37
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 2 4 7 21
Do Topics Diffuse from Core to Periphery Journals? 0 0 0 4 0 3 7 45
Double Asymptotics for Explosive Continuous Time Models 0 0 0 41 0 3 5 101
Double Asymptotics for an Explosive Continuous Time Model 0 0 0 11 2 3 4 57
Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results 0 0 0 4 0 5 5 62
Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results 0 0 0 83 1 6 8 144
Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips’ Work and Some New Results 0 0 0 19 0 6 10 140
Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods 0 0 1 106 2 7 11 98
Efficient Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 3 8 0 6 13 34
Empirical Characteristic Function in Time Series Estimation 0 0 1 10 0 7 12 62
Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time 0 0 0 34 1 4 5 84
Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data 1 1 1 26 1 5 5 42
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 6 10 683
Estimation of Hyperbolic Diffusion using MCMC Method 0 1 1 2 2 11 11 49
Estimation of a Self-Exciting Poisson Jump Diffusion Model by the Empirical Characteristic Function Method 0 1 1 7 1 11 13 33
Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand 0 0 0 2 1 9 10 34
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 156 3 6 12 404
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 4 289 0 8 16 985
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 11 0 3 4 84
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 1 1 1 79 3 10 14 349
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 32 1 4 8 185
FORECASTING REALIZED VOLATILITY USING A NONNEGATIVE SEMIPARAMETRIC MODEL 0 0 0 3 1 5 8 44
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 1 6 8 51
Forecast combinations in machine learning 0 0 1 144 0 5 8 260
Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks 0 1 1 71 1 7 9 134
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 50 1 3 9 104
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model 0 0 0 12 0 6 9 115
Forecasting Singapore GDP using the SPF data 0 0 1 21 2 7 9 55
Forecasting Volatility in the New Zealand Stock Market 0 0 1 9 1 7 17 65
Forecasting Volatility:Evidence from the German Stock Market 0 0 1 13 1 7 16 102
Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate 0 0 0 331 0 9 11 1,027
Housing Equity and Household Consumption in Retirement: Evidence from the Singapore Life Panel 0 0 0 29 2 6 9 89
Improved Marginal Likelihood Estimation via Power Posteriors and Importance Sampling 0 0 0 35 0 3 3 44
In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory 0 0 0 36 1 2 3 71
Indirect Inference for Dynamic Panel Models 0 0 0 324 5 64 67 899
Indirect Inference for Dynamic Panel Models 0 0 0 17 1 3 8 125
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 41 0 1 2 168
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 97 2 4 5 597
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 2 0 7 8 53
Information Loss in Volatility Measurement with Flat Price Trading 0 0 0 34 1 6 10 166
Integrated Deviance Information Criterion for Latent Variable Models 0 0 0 42 1 3 4 83
Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach 0 0 0 18 5 8 10 100
Jackknifing Bond Option Prices 0 0 0 52 2 5 6 287
Jackknifing Bond Option Prices 0 0 0 459 1 6 8 1,627
Jacknifing Bond Option Prices 0 0 0 1 1 3 4 47
Latent Local-to-Unity Models 0 0 0 21 7 15 16 53
Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data 0 0 0 21 0 2 3 90
Limit Theory for an Explosive Autoregressive Process 0 0 0 46 0 7 10 99
Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process 0 0 0 29 1 2 4 20
MCMC Methods for Estimating Stochastic Volatility Models with Liverage Effects: Comments on Jacquier, Polson and Rossi (2002) 0 0 0 10 2 5 8 39
Maximum Likelihood Estimation for the Fractional Vasicek Model 0 0 0 85 1 5 8 180
Maximum Likelihood Estimation of Fractional Ornstein-Uhlenbeck Process with Discretely Sampled Data 0 1 30 30 4 17 71 71
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 15 2 6 7 104
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 2 0 3 4 51
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 518 0 1 4 1,817
Measurement and High Finance 0 0 0 22 1 3 5 71
Mild-explosive and Local-to-mild-explosive Autoregressions with Serially Correlated Errors 0 0 0 25 0 3 4 37
Model Selection for Explosive Models 0 0 0 1 2 2 2 9
Model Selection for Explosive Models 0 0 0 22 1 8 8 35
Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion 0 0 24 24 0 2 12 12
Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion 0 0 20 20 4 21 49 49
Multivariate Stochastic Volatility 0 0 1 36 0 9 19 207
Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation 0 0 3 10 0 7 16 38
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison 0 0 0 330 1 7 14 733
On Bias in the Estimation of Structural Break Points 0 0 0 32 0 5 5 47
On Leverage in a Stochastic Volatility Model 0 0 0 126 1 7 10 362
On Leverage in a Stochastic Volatility Model 0 0 0 1 0 3 11 463
On leverage in a stochastic volatility model 0 0 0 0 1 10 13 333
On the Optimal Forecast with the Fractional Brownian Motion 0 0 1 35 1 4 6 32
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 0 1 24 3 12 17 38
Optimal Estimation for General Gaussian Processed 0 0 3 3 2 25 34 34
Optimal Estimation for General Gaussian Processes 0 0 4 4 2 6 12 12
Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models 0 0 0 43 0 4 5 93
Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models 0 0 0 15 0 4 7 76
Persistent and Rough Volatility 0 0 3 85 0 8 13 198
Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour 0 0 0 23 1 2 6 76
Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour 0 0 0 7 1 11 12 67
Realized Volatility Forecasting: Continuous versus Discrete Time Models 3 6 26 26 13 66 81 81
Risk of Predictive Distributions and Bayesian Model Comparison of Misspecified Models 0 0 6 6 4 9 22 22
Robust Deviance Information Criterion for Latent Variable Models 0 0 0 56 0 10 11 221
Robust Deviance Information Criterion for Latent Variable Models 0 0 0 3 2 3 5 34
Robust Testing for Explosive Behavior with Strongly Dependent Errors 0 0 0 42 2 19 19 39
Robust Testing for Explosive Behavior with Strongly Dependent Errors 0 0 0 4 0 4 6 21
Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data 0 0 0 23 0 1 5 43
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 1 35 0 2 6 91
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 1 1 3 0 6 9 40
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 0 19 0 3 3 85
Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models 0 0 0 7 0 1 4 55
Simulation-based Estimation Methods for Financial Time Series Models 0 0 0 99 1 4 6 178
Simulation-based Estimation of Contingent Claims Prices 0 0 0 4 0 3 4 63
Simulation-based Estimation of Contingent-claims Prices 0 0 0 171 0 1 6 619
Simulation-based Estimation of Contingent-claims Prices 0 0 0 5 1 4 7 92
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 1 1 3 42
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 0 5 7 109
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 1 3 7 291
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 3 6 158
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 1 7 11 309
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 1 3 7 125
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 1 2 4 28
Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models 0 0 0 19 0 1 3 89
Teaching Financial Econometrics to Students Converting to Finance 1 2 12 36 2 12 37 79
Temporal Aggregation and Risk-Return Relation 0 0 0 15 1 2 5 76
Testing Predictability in the Presence of Persistent Errors 0 0 4 13 1 7 24 43
Testing for Multiple Bubbles 0 0 1 107 1 11 19 373
Testing for Multiple Bubbles 0 1 4 196 4 37 56 573
Testing for Multiple Bubbles 0 1 2 16 1 6 12 70
Testing for Multiple Bubbles 0 0 1 245 3 12 19 806
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 1 1 2 299 4 7 16 490
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 5 7 84
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 4 9 19 266
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 1 1 1 331 7 70 82 877
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 2 9 16 447
Testing for an Explosive Bubble using High-Frequency Volatility 0 0 1 16 1 9 11 42
Testing for an Explosive Bubble using High-Frequency Volatility 0 1 3 10 4 14 24 48
The Grid Bootstrap for Continuous Time Models 0 0 0 35 0 2 5 68
The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China 1 1 2 4 2 39 51 62
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 1 4 9 24
Weak Identification of Long Memory with Implications for Inference 0 0 1 122 0 4 13 141
Total Working Papers 10 28 207 10,050 196 1,330 2,133 32,052
4 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian chi-squared test for hypothesis testing 0 0 0 11 3 4 13 141
A Gaussian approach for continuous time models of the short-term interest rate 0 0 0 14 1 6 7 440
A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR 0 0 1 5 0 5 10 28
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 5 6 10 186
A flexible and automated likelihood based framework for inference in stochastic volatility models 0 0 0 4 0 0 3 38
A new approach to Bayesian hypothesis testing 0 0 0 30 1 4 7 142
A semiparametric stochastic volatility model 0 0 0 41 1 99 101 231
A two-stage realized volatility approach to estimation of diffusion processes with discrete data 0 0 0 32 1 5 8 138
ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL 0 0 0 3 0 2 3 27
An Improved Bayesian Unit Root Test in Stochastic Volatility Models 0 0 0 6 1 5 6 52
Asymptotic theory for linear diffusions under alternative sampling schemes 0 0 0 3 3 4 6 48
Asymptotic theory for rough fractional Vasicek models 0 0 0 1 0 3 7 61
BUGS for a Bayesian analysis of stochastic volatility models 0 0 0 32 1 1 5 1,263
Bayesian Analysis of Bubbles in Asset Prices 0 0 0 7 1 3 5 59
Bayesian analysis of structural credit risk models with microstructure noises 0 0 0 26 0 4 7 126
Bayesian hypothesis testing in latent variable models 0 0 0 28 0 1 4 184
Bias in estimating multivariate and univariate diffusions 0 0 0 22 0 5 10 119
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 0 3 7 38
Bias in the estimation of the mean reversion parameter in continuous time models 0 0 0 66 1 9 14 381
Bubble testing under polynomial trends 0 0 0 0 3 9 9 9
CTE Solvability, Nonlocal Symmetry, and Interaction Solutions of Coupled Integrable Dispersionless System 0 0 0 0 0 0 0 0
Comment 0 0 0 11 1 4 5 110
Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24) 0 0 0 0 0 5 7 34
Dating the timeline of financial bubbles during the subprime crisis 1 1 2 98 1 6 18 325
Detecting bubbles in Hong Kong residential property market 1 1 2 45 1 13 22 228
Deviance Information Criterion for Comparing Stochastic Volatility Models 0 0 0 0 3 5 9 573
Deviance information criterion for latent variable models and misspecified models 0 0 0 20 0 8 11 112
Do Stock Returns Follow a Finite Variance Distribution? 0 0 0 25 0 1 2 199
Double asymptotics for explosive continuous time models 0 0 0 12 4 15 17 85
ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS 0 0 0 11 0 4 6 72
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION 1 1 1 35 1 3 5 158
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? 0 0 0 0 3 16 21 716
Editorial 0 0 0 2 0 18 20 74
Empirical Characteristic Function Estimation and Its Applications 0 0 1 293 1 6 12 711
Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method 0 0 0 4 0 5 6 34
Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks* 0 0 0 2 1 4 5 14
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model 0 0 0 2 1 7 12 34
Forecasting volatility in the New Zealand stock market 0 0 0 246 0 2 2 715
Fractional Gaussian Noise: Spectral Density and Estimation Methods 1 2 2 2 2 9 9 9
Fractional stochastic volatility model 0 0 0 0 3 6 8 10
Housing equity and household consumption in retirement: evidence from the Singapore Life Panel© 0 0 0 0 1 4 6 15
Improved marginal likelihood estimation via power posteriors and importance sampling 0 0 0 6 0 6 10 34
In-fill asymptotic theory for structural break point in autoregressions 0 0 0 0 1 14 18 23
Indirect inference for dynamic panel models 0 0 0 213 1 6 12 543
Inference in continuous systems with mildly explosive regressors 0 0 0 8 0 1 3 66
Information loss in volatility measurement with flat price trading 0 0 0 1 2 12 24 36
Jackknifing Bond Option Prices 0 0 0 81 1 7 9 304
Latent local-to-unity models 0 0 0 1 0 5 9 13
Limit theory for an explosive autoregressive process 0 0 0 8 1 6 8 74
Local powers of least‐squares‐based test for panel fractional Ornstein–Uhlenbeck process 0 0 0 0 1 15 15 15
Maximum Likelihood Estimation for the Fractional Vasicek Model 0 0 0 4 0 8 11 37
Maximum likelihood estimation of partially observed diffusion models 0 0 0 10 0 8 12 105
Mildly Explosive Autoregression with Anti‐persistent Errors 0 0 0 3 0 4 8 21
Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process 0 0 4 20 2 10 24 61
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison 1 1 2 64 2 8 14 236
Multivariate Stochastic Volatility: A Review 0 0 0 131 3 8 15 361
Multivariate stochastic volatility models based on generalized Fisher transformation 0 0 3 3 5 13 23 23
New distribution theory for the estimation of structural break point in mean 0 0 0 12 0 3 4 50
New methodology for constructing real estate price indices applied to the Singapore residential market 0 1 5 27 1 6 14 136
On leverage in a stochastic volatility model 0 0 1 261 0 7 20 580
On stiffness in affine asset pricing models 0 0 0 0 0 2 4 4
On the optimal forecast with the fractional Brownian motion 0 0 1 6 0 1 7 18
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 0 0 0 4 14 20 23
Optimal jackknife for unit root models 0 0 0 2 1 4 4 29
Posterior-based Wald-type statistics for hypothesis testing 0 0 1 4 3 12 18 31
Random coefficient continuous systems: Testing for extreme sample path behavior 0 0 0 5 2 8 13 66
Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts 0 1 2 28 2 9 21 304
Robust testing for explosive behavior with strongly dependent errors 0 0 2 3 0 6 14 23
SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION 0 0 0 9 0 4 5 64
Self-Exciting Jumps, Learning, and Asset Pricing Implications 0 1 1 24 0 6 10 114
Simulation-Based Estimation of Contingent-Claims Prices 0 0 1 29 0 10 15 116
Single-cell and spatially resolved omics reveal transcriptional and metabolic signatures of ovarian endometriomas 0 0 0 0 2 3 3 3
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 2 8 12 144
Specification tests based on MCMC output 0 0 0 1 1 7 11 50
Structure of ATTRv-F64S fibrils isolated from skin tissue of a living patient 1 10 10 10 2 15 15 15
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 6 12 24 57 20 51 101 233
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 1 4 12 3 11 30 63
Targeting TNK2/ACK1 reverses the immunosuppressive tumor microenvironment and synergizes with immunochemotherapy in pancreatic cancer 0 6 6 6 1 11 11 11
Targeting of the m6A eraser ALKBH5 suppresses stemness and chemoresistance of colorectal cancer 0 5 5 5 1 17 17 17
Temporal aggregation and risk-return relation 0 0 0 14 1 4 6 76
Testing the expectations theory of the term structure for New Zealand 0 0 0 11 2 10 11 52
The Grid Bootstrap for Continuous Time Models 0 0 0 2 0 6 10 23
The time-varying zone-like and asymmetric preference of central banks: Evidence from China 0 0 0 0 8 30 30 30
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 0 101 0 2 5 238
Volatility Puzzle: Long Memory or Antipersistency 0 0 1 9 1 4 13 36
Total Journal Articles 12 43 82 2,404 121 721 1,104 12,440

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Properties of the Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noise 0 0 1 1 0 4 8 9
Deviance Information Criterion for Comparing VAR Models 0 0 1 2 1 5 15 43
Information loss in volatility measurement with flat price trading 0 0 0 0 0 8 11 12
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 0 0 0 0 0 3 4 4
Model Selection for Explosive Models 0 0 0 1 0 1 6 29
Nonparametric and Probabilistic Classification Using NN-balls with Environmental and Remote Sensing Applications 0 0 0 0 0 4 4 4
Simulated maximum likelihood estimation of continuous time stochastic volatility models 0 0 0 1 0 5 6 10
Total Chapters 0 0 2 5 1 30 54 111
3 registered items for which data could not be found
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