Jun Yu

economista (Singapore Management University)

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Jun Yu

economista (Singapore Management University)

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Pregunta a Genius Sitio

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About Jun Yu

Jun Yu es un econometrista. Es el profesor titular de Finanzas y Economía de la University of Macau Development Foundation (UMDF) y decano de la Facultad de Administración de Empresas en la University of Macau. Anteriormente ha impartido clases en Singapore Management University y 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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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