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Jun Yu

economist

Jun Yu

economista (Singapore Management University)

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About Jun Yu

Jun Yu é um econometrista. Ele é o University of Macau Development Foundation (UMDF) Chair Professor of Finance and Economics e o Dean of Faculty of Business Administration na University of Macau. Ele lecionou anteriormente na Singapore Management University e na University of Auckland.

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Occupation: economist
Born: June 5, 1969

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Volatility Puzzle: Long Memory or Antipersistency Maximum Likelihood Estimation for the Fractional Vasicek Model Deviance Information Criterion for Bayesian model selection: Theoretical justification and applications Local powers of least‐squares‐based test for panel fractional Ornstein–Uhlenbeck process Multivariate stochastic volatility models based on generalized Fisher transformation University of Auckland University of Western Ontario

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