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Jun Yu 0006

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affiliation: Singapore Management University, Singapore, Singapore

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Journal Articles

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2023
[j3]
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  - journals/mansci/ShiY23
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  - https://dblp.org/rec/journals/mansci/ShiY23
Shuping Shi, Jun Yu:
Volatility Puzzle: Long Memory or Antipersistency. Manag. Sci. 69(7): 3861-3883 (2023)
2014
[j2]
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Hans J. Skaug, Jun Yu:
A flexible and automated likelihood based framework for inference in stochastic volatility models. Comput. Stat. Data Anal. 76: 642-654 (2014)
2006
[j1]
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Jun Yu, Zhenlin Yang, Xibin Zhang:
A class of nonlinear stochastic volatility models and its implications for pricing currency options. Comput. Stat. Data Anal. 51(4): 2218-2231 (2006)

Conference and Workshop Papers

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2006
[c1]
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Jun Yu, Zhenlin Yang:
A Class of Nonlinear Stochastic Volatility Models. JCIS 2006

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