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Jun Yu

Personal Details

First Name:Jun
Middle Name:
Last Name:Yu
Suffix:
RePEc Short-ID:pyu5
[This author has chosen not to make the email address public]
https://fba.um.edu.mo/faculty/junyu/
Faculty of Business Administration University of Macau, E22 Avenida da Universidade, Taipa, Macau, China
85388224171
Terminal Degree:1998 Department of Economics; University of Western Ontario (from RePEc Genealogy)

Affiliation

(99%) Faculty of Business Administration
University of Macau

Macau, Macao
https://fba.umac.mo/
RePEc:edi:fbmacmo (more details at EDIRC)

(1%) Singapore Management University

Singapore, Singapore
http://www.smu.edu.sg/
RePEc:edi:smunisg (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu, 2024. "Teaching Financial Econometrics to Students Converting to Finance," Cowles Foundation Discussion Papers 2397, Cowles Foundation for Research in Economics, Yale University.
  2. Chuanglian Chen & Xiaobin Liu & Jun Yu & Tao Zeng, 2024. "The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China," Working Papers 202421, University of Macau, Faculty of Business Administration.
  3. Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024. "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers 202415, University of Macau, Faculty of Business Administration.
  4. Shuping Shi & Jun Yu & Chen Zhang, 2024. "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers 202416, University of Macau, Faculty of Business Administration.
  5. H. Peter Boswijk & Jun Yu & Yang Zu, 2024. "Testing for an Explosive Bubble using High-Frequency Volatility," Papers 2405.02087, arXiv.org.
  6. Leona Han Chen & Yijie Fei & Jun Yu, 2024. "Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation," Working Papers 202419, University of Macau, Faculty of Business Administration.
  7. Yijie Fei & Yiu Lim Lui & Jun Yu, 2024. "Testing Predictability in the Presence of Persistent Errors," Working Papers 202401, University of Macau, Faculty of Business Administration.
  8. Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024. "A Note on AIC and TIC for Model Selection," Working Papers 202420, University of Macau, Faculty of Business Administration.
  9. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022. "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers 2323, Cowles Foundation for Research in Economics, Yale University.
  10. Wang, Xiaohu & Yu, Jun & Zhang, Chen, 2022. "On the Optimal Forecast with the Fractional Brownian Motion," Economics and Statistics Working Papers 12-2022, Singapore Management University, School of Economics.
  11. Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022. "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers 2334, Cowles Foundation for Research in Economics, Yale University.
  12. Shi, Shuping & Yu, Jun & Zhang, Chen, 2022. "Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise," Economics and Statistics Working Papers 13-2022, Singapore Management University, School of Economics.
  13. Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022. "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers 2350, Cowles Foundation for Research in Economics, Yale University.
  14. Shi, Shuping & Yu, Jun, 2021. "Different Strokes for Different Folks: Long Memory and Roughness," Economics and Statistics Working Papers 7-2021, Singapore Management University, School of Economics.
  15. Yu, Jun, 2021. "Latent Local-to-Unity Models," Economics and Statistics Working Papers 4-2021, Singapore Management University, School of Economics.
  16. Liu, Xiaobin & Shi, Shuping & Yu, Jun, 2020. "Persistent and Rough Volatility," Economics and Statistics Working Papers 23-2020, Singapore Management University, School of Economics.
  17. Xie, Tian & Yu, Jun, 2020. "Forecasting Singapore GDP using the SPF data," Economics and Statistics Working Papers 17-2020, Singapore Management University, School of Economics.
  18. Xie, Tian & Yu, Jun & Zeng, Tao, 2020. "Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods," Economics and Statistics Working Papers 16-2020, Singapore Management University, School of Economics.
  19. Qiu, Yue & Xie, Tian & Yu, Jun, 2020. "Forecast combinations in machine learning," Economics and Statistics Working Papers 13-2020, Singapore Management University, School of Economics.
  20. Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2020. "Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises," Economics and Statistics Working Papers 27-2020, Singapore Management University, School of Economics.
  21. Tanaka, Katsuto & Xiao, Weilin & Yu, Jun, 2020. "Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process," Economics and Statistics Working Papers 6-2020, Singapore Management University, School of Economics.
  22. Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2019. "Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data," Economics and Statistics Working Papers 17-2019, Singapore Management University, School of Economics.
  23. Li, Yong & Wang, Nianling & Yu, Jun, 2019. "Improved Marginal Likelihood Estimation via Power Posteriors and Importance Sampling," Economics and Statistics Working Papers 16-2019, Singapore Management University, School of Economics.
  24. Ando, Tomohiro & Bai, Jushan & Nishimura, Mitohide & Yu, Jun, 2019. "A Quantile-based Asset Pricing Model," Economics and Statistics Working Papers 15-2019, Singapore Management University, School of Economics.
  25. Tanaka, Katsuto & Xiao, Weilin & Yu, Jun, 2019. "Maximum Likelihood Estimation for the Fractional Vasicek Model," Economics and Statistics Working Papers 8-2019, Singapore Management University, School of Economics.
  26. Chen, Lipeng & Jiang, Liang & Phang, Sock Yong & Yu, Jun, 2019. "Housing Equity and Household Consumption in Retirement: Evidence from the Singapore Life Panel," Economics and Statistics Working Papers 10-2019, Singapore Management University, School of Economics.
  27. Qiu, Yue & Xie, Tian & Yu, Jun & Zhou, Qiankun, 2019. "Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks," Economics and Statistics Working Papers 7-2019, Singapore Management University, School of Economics.
  28. Lui, Yiu Lim & Xiao, Weilin & Yu, Jun, 2018. "Mild-explosive and Local-to-mild-explosive Autoregressions with Serially Correlated Errors," Economics and Statistics Working Papers 22-2018, Singapore Management University, School of Economics.
  29. Xiao, Weilin & Yu, Jun, 2018. "Asymptotic Theory for Rough Fractional Vasicek Models," Economics and Statistics Working Papers 7-2018, Singapore Management University, School of Economics.
  30. Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers 6-2018, Singapore Management University, School of Economics.
  31. Lui, Yiu Lim & Xiao, Weilin & Yu, Jun, 2018. "The Grid Bootstrap for Continuous Time Models," Economics and Statistics Working Papers 20-2018, Singapore Management University, School of Economics.
  32. Yong Li & Xiaobin Liu & Jun Yu & Tao Zeng, 2018. "A New Wald Test for Hypothesis Testing Based on MCMC outputs," Papers 1801.00973, arXiv.org.
  33. Li, Yong & Liu, Xiaobin & Zeng, Tao & Yu, Jun, 2018. "A Posterior-Based Wald-Type Statistic for Hypothesis Testing," Economics and Statistics Working Papers 8-2018, Singapore Management University, School of Economics.
  34. Jiang, Liang & Wang, Xiaohu & Yu, Jun, 2017. "In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory," Economics and Statistics Working Papers 10-2017, Singapore Management University, School of Economics.
  35. Yubo Tao & Jun Yu, 2017. "Model Selection for Explosive Models," Papers 1703.02720, arXiv.org.
  36. Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Cowles Foundation Discussion Papers 2114, Cowles Foundation for Research in Economics, Yale University.
  37. Xiao, Weilin & Yu, Jun, 2017. "Asymptotic Theory for Estimating Drift Parameters in the Fractional Vasicek Model," Economics and Statistics Working Papers 8-2017, Singapore Management University, School of Economics.
  38. Wang, Xiaohu & Yu, Jun, 2017. "Bubble Testing under Deterministic Trends," Economics and Statistics Working Papers 14-2017, Singapore Management University, School of Economics.
  39. Li, Yong & Yu, Jun & Zeng, Tao, 2017. "Deviance Information Criterion for Bayesian Model Selection: Justification and Variation," Economics and Statistics Working Papers 5-2017, Singapore Management University, School of Economics.
  40. Li, Yong & Yu, Jun & Zeng, Tao, 2017. "A Specification Test based on the MCMC Output," Economics and Statistics Working Papers 9-2017, Singapore Management University, School of Economics.
  41. Liu, Cheng & Xia, Ningning & Yu, Jun, 2016. "Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data," Economics and Statistics Working Papers 14-2016, Singapore Management University, School of Economics.
  42. Jiang Liang & Wang Xiaohu & Jun Yu, 2016. "New Distribution Theory for the Estimation of Structural Break Point in Mean," Working Papers 01-2016, Singapore Management University, School of Economics.
  43. Xiao, Weilin & Yu, Jun, 2016. "Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model," Economics and Statistics Working Papers 13-2016, Singapore Management University, School of Economics.
  44. Peter C. B. Phillips & Ye Chen & Jun Yu, 2015. "Limit Theory for Continuous Time Systems with Mildly Explosive Regressors," Working Papers 03-2015, Singapore Management University, School of Economics.
  45. Yong Li & Xiao-Bin Liu & Jun Yu, 2014. "A Bayesian Chi-Squared Test for Hypothesis Testing," Working Papers 03-2014, Singapore Management University, School of Economics.
  46. Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014. "A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market," Cowles Foundation Discussion Papers 1969, Cowles Foundation for Research in Economics, Yale University.
  47. Liang Jiang & Xiaohu Wang & Jun Yu, 2014. "On Bias in the Estimation of Structural Break Points," Working Papers 22-2014, Singapore Management University, School of Economics.
  48. Tao Zeng & Yong Li & Jun Yu, 2014. "Deviance Information Criterion for Comparing VAR Models," Working Papers 01-2014, Singapore Management University, School of Economics.
  49. Andras Fulop & Jun Yu, 2014. "Bayesian Analysis of Bubbles in Asset Prices," Working Papers 04-2014, Singapore Management University, School of Economics.
  50. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University.
  51. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers 1915, Cowles Foundation for Research in Economics, Yale University.
  52. Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013. "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes," Working Papers 02-2013, Singapore Management University, School of Economics.
  53. Xiaohu Wang & Jun Yu, 2013. "Limit Theory for an Explosive Autoregressive Process," Working Papers 08-2013, Singapore Management University, School of Economics.
  54. Andras Fulop & Junye Li & Jun Yu, 2012. "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers 03-2012, Singapore Management University, School of Economics.
  55. Andras Fulop & Junye Li & Jun Yu, 2012. "Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach," Global COE Hi-Stat Discussion Paper Series gd12-264, Institute of Economic Research, Hitotsubashi University.
  56. Qiankun Zhou & Jun Yu, 2012. "Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes," Working Papers 11-2012, Singapore Management University, School of Economics.
  57. Yong Li & Tao Zeng & Jun Yu, 2012. "Robust Deviance Information Criterion for Latent Variable Models," Working Papers 30-2012, Singapore Management University, School of Economics.
  58. Yong Li & Jun Yu, 2012. "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers 14-2012, Singapore Management University, School of Economics.
  59. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012. "Testing for Multiple Bubbles," Cowles Foundation Discussion Papers 1843, Cowles Foundation for Research in Economics, Yale University.
  60. Matthew S. Yiu & Jun Yu & Lu Jin, 2012. "Detecting Bubbles in Hong Kong Residential Property Market," Working Papers 31-2012, Singapore Management University, School of Economics.
  61. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Cowles Foundation Discussion Papers 1842, Cowles Foundation for Research in Economics, Yale University.
  62. Ye Chen & Jun Yu, 2011. "Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models," Working Papers 12-2011, Singapore Management University, School of Economics.
  63. Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011. "Bias in Estimating Multivariate and Univariate Diffusions," Cowles Foundation Discussion Papers 1778, Cowles Foundation for Research in Economics, Yale University.
  64. Xiaohu Wang & Jun Yu, 2011. "Double Asymptotics for an Explosive Continuous Time Model," Working Papers 16-2011, Singapore Management University, School of Economics.
  65. Tore Selland Kleppe & Jun Yu & Hans J. skaug, 2011. "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers 10-2011, Singapore Management University, School of Economics.
  66. Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011. "Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers 172011, Hong Kong Institute for Monetary Research.
  67. Yong Li & Jun Yu, 2011. "Bayesian Hypothesis Testing in Latent Variable Models," Working Papers 11-2011, Singapore Management University, School of Economics.
  68. Peter C.B. Phillips & Jun Yu, 2010. "A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics," Working Papers 15-2010, Singapore Management University, School of Economics.
  69. Peter C. B. Phillips & Jun Yu, 2010. "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Cowles Foundation Discussion Papers 1770, Cowles Foundation for Research in Economics, Yale University.
  70. Peter C.B. Phillips & Jun Yu, 2010. "Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate"," Working Papers 18-2010, Singapore Management University, School of Economics.
  71. Jun Yu, 2010. "Simulation-based Estimation Methods for Financial Time Series Models," Working Papers 19-2010, Singapore Management University, School of Economics.
  72. Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2010. "Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time," Working Papers 13-2010, Singapore Management University, School of Economics.
  73. Peter C.B. Phillips & Jun Yu & Eric Ghysels, 2010. "Measurement and High Finance," Working Papers 17-2010, Singapore Management University, School of Economics.
  74. Jun YU, 2009. "Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results," Working Papers 21-2009, Singapore Management University, School of Economics.
  75. Jun Yu, 2009. "Econometric Analysis of Continuous Time Models : A Survey of Peter Phillips’ Work and Some New Results," Microeconomics Working Papers 23046, East Asian Bureau of Economic Research.
  76. Tore Selland KLEPPE & Jun YU & Hans J. SKAUG, 2009. "Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models," Working Papers 20-2009, Singapore Management University, School of Economics.
  77. Hans J. Skaug & Jun Yu, 2009. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 15-2009, Singapore Management University, School of Economics.
  78. Daniel Preve & Anders Eriksson & Jun Yu, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Finance Working Papers 23049, East Asian Bureau of Economic Research.
  79. Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.
  80. Shirley J. Huang & Jun Yu, 2009. "Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises," Finance Working Papers 23054, East Asian Bureau of Economic Research.
  81. Jun Yu, 2009. "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Microeconomics Working Papers 23045, East Asian Bureau of Economic Research.
  82. Jun Yu, 2008. "A Semiparametric Stochastic Volatility Model," Working Papers CoFie-04-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  83. Peter C.B. Phillips & Jun Yu, 2007. "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers 1596, Cowles Foundation for Research in Economics, Yale University.
  84. Peter C.B. Phillips & Jun Yu, 2007. "Information Loss in Volatility Measurement with Flat Price Trading," Levine's Bibliography 321307000000000805, UCLA Department of Economics.
  85. Peter C.B. Phillips & Jun Yu, 2007. "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers 1597, Cowles Foundation for Research in Economics, Yale University.
  86. Manabu Asai & Michael McAleer & Jun Yu, 2006. "Multivariate Stochastic Volatility," Microeconomics Working Papers 22058, East Asian Bureau of Economic Research.
  87. Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Cowles Foundation Discussion Papers 1550, Cowles Foundation for Research in Economics, Yale University.
  88. Peter C. B. Phillips & Jun Yu, 2006. "A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete," Macroeconomics Working Papers 22472, East Asian Bureau of Economic Research.
  89. Jun Yu, 2006. "Temporal Aggregation and Risk-Return Relation," Working Papers 01-2007, Singapore Management University, School of Economics.
  90. Peter C. B. Phillips & Jun Yu, 2005. "Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde," Working Papers 13-2005, Singapore Management University, School of Economics.
  91. Peter C.B. Phillips & Jun Yu, 2005. "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," Cowles Foundation Discussion Papers 1523, Cowles Foundation for Research in Economics, Yale University.
  92. Peter C. B. Phillips & Jun Yu, 2005. "Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â," Finance Working Papers 22469, East Asian Bureau of Economic Research.
  93. Peter C. B. Phillips & Jun Yu, 2005. "Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde," Finance Working Papers 22470, East Asian Bureau of Economic Research.
  94. Peter C. B. Phillips & Jun Yu, 2005. "Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan," Working Papers 08-2005, Singapore Management University, School of Economics.
  95. Jun Yu, 2004. "Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility," Working Papers 24-2004, Singapore Management University, School of Economics.
  96. Jun Yu, 2004. "On leverage in a stochastic volatility model," Econometric Society 2004 Far Eastern Meetings 497, Econometric Society.
  97. Jun Yu & Renate Meyer, 2004. "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Working Papers 23-2004, Singapore Management University, School of Economics.
  98. Yu, Jun, 2002. "MCMC Methods for Estimating Stochastic Volatility Models with Liverage Effects: Comments on Jacquier, Polson and Rossi (2002)," Working Papers 138, Department of Economics, The University of Auckland.
  99. Yu, Jun & Yang, Zhenlin, 2002. "A Class of Nonlinear Stochastic Volatility Models," Working Papers 203, Department of Economics, The University of Auckland.
  100. Berg, Andreas & Meyer, Renate & Yu, Jun, 2002. "Deviance Information Criterion as a Model Comparison Criterion for Stochastic Volatility Models," Working Papers 178, Department of Economics, The University of Auckland.
  101. Jun Yu & Zhenlin Yang & Xibin Zhang, 2002. "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers 17/02, Monash University, Department of Econometrics and Business Statistics.
  102. Tse, Y.K. & Zhang, Bill & Yu, Jun, 2002. "Estimation of Hyperbolic Diffusion using MCMC Method," Working Papers 182, Department of Economics, The University of Auckland.
  103. Yu, Jun & Phillips, Peter, 2002. "Jacknifing Bond Option Prices," Working Papers 187, Department of Economics, The University of Auckland.
  104. Jun Yu & Peter C.B. Phillips, 2001. "Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate," Cowles Foundation Discussion Papers 1309, Cowles Foundation for Research in Economics, Yale University.
  105. Bluhm, Hagen & Yu, Jun, 2001. "Forecasting Volatility:Evidence from the German Stock Market," Working Papers 217, Department of Economics, The University of Auckland.
  106. Phillips, Peter & Yu, Jun, 2000. "Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand," Working Papers 161, Department of Economics, The University of Auckland.
  107. Meyer, Renate & Yu, Jun, 2000. "BUGS for a Bayesian Analysis of Stochastic Volatility Models," Working Papers 206, Department of Economics, The University of Auckland.
  108. Shao, Qi-Man & Yu, Hao & Yu, Jun, 1999. "A Test Statistic and Its Application in Modelling Daily Stock Returns," Working Papers 192, Department of Economics, The University of Auckland.
  109. Knight, John & Yu, Jun, 1999. "Empirical Characteristic Function in Time Series Estimation," Working Papers 220, Department of Economics, The University of Auckland.
  110. Yu, Jun, 1999. "Forecasting Volatility in the New Zealand Stock Market," Working Papers 175, Department of Economics, The University of Auckland.
  111. Bandyopadhyay, Debasis & Yu, Jun, 1999. "Do Topics Diffuse from Core to Periphery Journals?," Working Papers 222, Department of Economics, The University of Auckland.
  112. Knight, John & Satchell, Stephen & Yu, Jun, 1999. "Efficient Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method," Working Papers 205, Department of Economics, The University of Auckland.
  113. Yu, Jun, 1999. "Estimation of a Self-Exciting Poisson Jump Diffusion Model by the Empirical Characteristic Function Method," Working Papers 168, Department of Economics, The University of Auckland.
    repec:cuf:wpaper:70 is not listed on IDEAS
  114. Peter C.B.Phillips & Jun Yu, "undated". "Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data," Working Papers CoFie-05-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    repec:boa:wpaper:2024 is not listed on IDEAS

Articles

  1. Shi, Shuping & Yu, Jun & Zhang, Chen, 2024. "On the spectral density of fractional Ornstein–Uhlenbeck processes," Journal of Econometrics, Elsevier, vol. 245(1).
  2. Xiaohu Wang & Jun Yu & Chen Zhang, 2024. "On the optimal forecast with the fractional Brownian motion," Quantitative Finance, Taylor & Francis Journals, vol. 24(2), pages 337-346, January.
  3. Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024. "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, vol. 238(2).
  4. Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2023. "Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process," Journal of Econometrics, Elsevier, vol. 232(2), pages 389-415.
  5. Xiaohu Wang & Jun Yu, 2023. "Latent local-to-unity models," Econometric Reviews, Taylor & Francis Journals, vol. 42(7), pages 586-611, August.
  6. Peter C. B. Phillips & Jun Yu, 2023. "Information loss in volatility measurement with flat price trading," Empirical Economics, Springer, vol. 64(6), pages 2957-2999, June.
  7. Xiaohu Wang & Jun Yu, 2023. "Bubble testing under polynomial trends," The Econometrics Journal, Royal Economic Society, vol. 26(1), pages 25-44.
  8. Li, Yong & Wang, Nianling & Yu, Jun, 2023. "Improved marginal likelihood estimation via power posteriors and importance sampling," Journal of Econometrics, Elsevier, vol. 234(1), pages 28-52.
  9. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023. "A Panel Clustering Approach To Analyzing Bubble Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1347-1395, November.
  10. Shuping Shi & Jun Yu, 2023. "Volatility Puzzle: Long Memory or Antipersistency," Management Science, INFORMS, vol. 69(7), pages 3861-3883, July.
  11. Yue Qiu & Tian Xie & Jun Yu & Qiankun Zhou, 2022. "Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks [Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts]," Journal of Financial Econometrics, Oxford University Press, vol. 20(1), pages 160-186.
  12. Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022. "Posterior-based Wald-type statistics for hypothesis testing," Journal of Econometrics, Elsevier, vol. 230(1), pages 83-113.
  13. Yiu Lim Lui & Weilin Xiao & Jun Yu, 2022. "The Grid Bootstrap for Continuous Time Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1390-1402, June.
  14. Yiu Lim Lui & Weilin Xiao & Jun Yu, 2021. "Mildly Explosive Autoregression with Anti‐persistent Errors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 518-539, April.
  15. Lipeng Chen & Liang Jiang & Sock-Yong Phang & Jun Yu, 2021. "Housing equity and household consumption in retirement: evidence from the Singapore Life Panel©," New Zealand Economic Papers, Taylor & Francis Journals, vol. 55(1), pages 124-140, January.
  16. Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020. "Maximum Likelihood Estimation for the Fractional Vasicek Model," Econometrics, MDPI, vol. 8(3), pages 1-28, August.
  17. Li, Yong & Yu, Jun & Zeng, Tao, 2020. "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, vol. 216(2), pages 450-493.
  18. Liang Jiang & Xiaohu Wang & Jun Yu, 2020. "In-fill asymptotic theory for structural break point in autoregressions," Econometric Reviews, Taylor & Francis Journals, vol. 40(4), pages 359-386, July.
  19. Anders Eriksson & Daniel P. A. Preve & Jun Yu, 2019. "Forecasting Realized Volatility Using a Nonnegative Semiparametric Model," JRFM, MDPI, vol. 12(3), pages 1-23, August.
  20. Xiao, Weilin & Yu, Jun, 2019. "Asymptotic theory for rough fractional Vasicek models," Economics Letters, Elsevier, vol. 177(C), pages 26-29.
  21. Yong Li & Jun Yu, 2019. "An Improved Bayesian Unit Root Test in Stochastic Volatility Models," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 103-122, May.
  22. Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019. "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, vol. 209(2), pages 208-237.
  23. Xiao, Weilin & Yu, Jun, 2019. "Asymptotic Theory For Estimating Drift Parameters In The Fractional Vasicek Model," Econometric Theory, Cambridge University Press, vol. 35(1), pages 198-231, February.
  24. Jiang, Liang & Wang, Xiaohu & Yu, Jun, 2018. "New distribution theory for the estimation of structural break point in mean," Journal of Econometrics, Elsevier, vol. 205(1), pages 156-176.
  25. Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Specification tests based on MCMC output," Journal of Econometrics, Elsevier, vol. 207(1), pages 237-260.
  26. Chen, Ye & Phillips, Peter C.B. & Yu, Jun, 2017. "Inference in continuous systems with mildly explosive regressors," Journal of Econometrics, Elsevier, vol. 201(2), pages 400-416.
  27. Andras Fulop & Jun Yu, 2017. "Bayesian Analysis of Bubbles in Asset Prices," Econometrics, MDPI, vol. 5(4), pages 1-23, October.
  28. Wang, Xiaohu & Yu, Jun, 2016. "Double asymptotics for explosive continuous time models," Journal of Econometrics, Elsevier, vol. 193(1), pages 35-53.
  29. Chen, Ye & Yu, Jun, 2015. "Optimal jackknife for unit root models," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 135-142.
  30. B. Fingleton & M. Abreu & P. Amaral & L. Corrado & F. Fuerst & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & G. Pryce & J. Yu, 2015. "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 1-10, March.
  31. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1043-1078, November.
  32. Andras Fulop & Junye Li & Jun Yu, 2015. "Self-Exciting Jumps, Learning, and Asset Pricing Implications," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 876-912.
  33. Li, Yong & Liu, Xiao-Bin & Yu, Jun, 2015. "A Bayesian chi-squared test for hypothesis testing," Journal of Econometrics, Elsevier, vol. 189(1), pages 54-69.
  34. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1079-1134, November.
  35. Jiang, Liang & Phillips, Peter C.B. & Yu, Jun, 2015. "New methodology for constructing real estate price indices applied to the Singapore residential market," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 121-131.
  36. Bao, Yong & Ullah, Aman & Wang, Yun & Yu, Jun, 2015. "Bias in the estimation of mean reversion in continuous-time Lévy processes," Economics Letters, Elsevier, vol. 134(C), pages 16-19.
  37. Wang, Xiaohu & Yu, Jun, 2015. "Limit theory for an explosive autoregressive process," Economics Letters, Elsevier, vol. 126(C), pages 176-180.
  38. Zhou, Qiankun & Yu, Jun, 2015. "Asymptotic theory for linear diffusions under alternative sampling schemes," Economics Letters, Elsevier, vol. 128(C), pages 1-5.
  39. Yu, Jun, 2014. "Econometric Analysis Of Continuous Time Models: A Survey Of Peter Phillips’S Work And Some New Results," Econometric Theory, Cambridge University Press, vol. 30(4), pages 737-774, August.
  40. Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J., 2014. "Maximum likelihood estimation of partially observed diffusion models," Journal of Econometrics, Elsevier, vol. 180(1), pages 73-80.
  41. Skaug, Hans J. & Yu, Jun, 2014. "A flexible and automated likelihood based framework for inference in stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 642-654.
  42. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 315-333, June.
  43. Li, Yong & Zeng, Tao & Yu, Jun, 2014. "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, vol. 178(P3), pages 602-612.
  44. Phillips, Peter C.B. & Yu, Jun, 2014. "Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction," Econometric Theory, Cambridge University Press, vol. 30(1), pages 1-2, February.
  45. Yiu, Matthew S. & Yu, Jun & Jin, Lu, 2013. "Detecting bubbles in Hong Kong residential property market," Journal of Asian Economics, Elsevier, vol. 28(C), pages 115-124.
  46. Yu, Jun, 2012. "A semiparametric stochastic volatility model," Journal of Econometrics, Elsevier, vol. 167(2), pages 473-482.
  47. Li, Yong & Yu, Jun, 2012. "Bayesian hypothesis testing in latent variable models," Journal of Econometrics, Elsevier, vol. 166(2), pages 237-246.
  48. Yu, Jun, 2012. "Bias in the estimation of the mean reversion parameter in continuous time models," Journal of Econometrics, Elsevier, vol. 169(1), pages 114-122.
  49. Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011. "Bias in estimating multivariate and univariate diffusions," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.
  50. Peter C. B. Phillips & Jun Yu, 2011. "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)," Econometrics Journal, Royal Economic Society, vol. 14, pages 126-129, February.
  51. Peter C. B. Phillips & Jun Yu, 2011. "Dating the timeline of financial bubbles during the subprime crisis," Quantitative Economics, Econometric Society, vol. 2(3), pages 455-491, November.
  52. Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
  53. Huang, Shirley J. & Yu, Jun, 2010. "Bayesian analysis of structural credit risk models with microstructure noises," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2259-2272, November.
  54. Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010. "Indirect inference for dynamic panel models," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.
  55. Phillips, Peter C.B. & Yu, Jun, 2009. "A two-stage realized volatility approach to estimation of diffusion processes with discrete data," Journal of Econometrics, Elsevier, vol. 150(2), pages 139-150, June.
  56. Peter C. B. Phillips & Jun Yu, 2009. "Simulation-Based Estimation of Contingent-Claims Prices," The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3669-3705, September.
  57. Jin, Xing & Wang, Leping & Yu, Jun, 2007. "Temporal aggregation and risk-return relation," Finance Research Letters, Elsevier, vol. 4(2), pages 104-115, June.
  58. Shirley J. Huang & Qianqiu Liu & Jun Yu, 2007. "Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 33-56, May.
  59. Jun Yu & Renate Meyer, 2006. "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 361-384.
  60. Manabu Asai & Michael McAleer & Jun Yu, 2006. "Multivariate Stochastic Volatility: A Review," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 145-175.
  61. Phillips, Peter C.B. & Yu, Jun, 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 202-208, April.
  62. Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006. "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December.
  63. Yu, Jun, 2005. "On leverage in a stochastic volatility model," Journal of Econometrics, Elsevier, vol. 127(2), pages 165-178, August.
  64. Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
  65. Berg, Andreas & Meyer, Renate & Yu, Jun, 2004. "Deviance Information Criterion for Comparing Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 22(1), pages 107-120, January.
  66. Y. K. Tse & Xibin Zhang & Jun Yu, 2004. "Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method," Quantitative Finance, Taylor & Francis Journals, vol. 4(2), pages 158-169.
  67. Jun Yu, 2004. "Empirical Characteristic Function Estimation and Its Applications," Econometric Reviews, Taylor & Francis Journals, vol. 23(2), pages 93-123.
  68. Knight, John L. & Yu, Jun, 2002. "Empirical Characteristic Function In Time Series Estimation," Econometric Theory, Cambridge University Press, vol. 18(3), pages 691-721, June.
  69. John L. Knight & Stephen E. Satchell & Jun Yu, 2002. "Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 44(3), pages 319-335, September.
  70. Jun Yu, 2002. "Forecasting volatility in the New Zealand stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 12(3), pages 193-202.
  71. Jun Yu & Peter C. B. Phillips, 2001. "A Gaussian approach for continuous time models of the short-term interest rate," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 1-3.
  72. Qi-Man Shao & Hao Yu & Jun Yu, 2001. "Do Stock Returns Follow a Finite Variance Distribution?," Annals of Economics and Finance, Society for AEF, vol. 2(2), pages 467-486, November.
  73. Renate Meyer & Jun Yu, 2000. "BUGS for a Bayesian analysis of stochastic volatility models," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 198-215.
  74. Graeme Guthrie & Julian Wright & Jun Yu, 1999. "Testing the expectations theory of the term structure for New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 33(1), pages 93-114.

Chapters

  1. Xiaohu Wang & Weilin Xiao & Jun Yu, 2023. "Asymptotic Properties of the Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noise," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 73-95, Emerald Group Publishing Limited.
  2. Yubo Tao & Jun Yu, 2020. "Model Selection for Explosive Models," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 73-103, Emerald Group Publishing Limited.
  3. Tao Zeng & Yong Li & Jun Yu, 2014. "Deviance Information Criterion for Comparing VAR Models," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 615-637, Emerald Group Publishing Limited.
  4. Tore Selland Kleppe & Jun Yu & H.J. Skaug, 2010. "Simulated maximum likelihood estimation of continuous time stochastic volatility models," Advances in Econometrics, in: Maximum Simulated Likelihood Methods and Applications, pages 137-161, Emerald Group Publishing Limited.

    RePEc:eme:aeco11:s0731-905320140000033017 is not listed on IDEAS
    RePEc:eme:aeco11:s0731-9053(2010)0000026009 is not listed on IDEAS
    RePEc:eme:aeco11:s0731-905320200000041003 is not listed on IDEAS

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  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
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  30. Number of Abstract Views in RePEc Services over the past 12 months
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  36. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 106 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-SEA: South East Asia (79) 2006-09-30 2006-09-30 2006-10-14 2007-01-13 2007-01-13 2007-01-13 2010-02-27 2010-02-27 2010-04-17 2010-04-17 2010-09-25 2010-11-27 2010-11-27 2010-11-27 2010-11-27 2011-01-23 2011-07-21 2011-09-05 2011-09-05 2011-09-05 2011-11-01 2012-01-18 2012-01-18 2012-01-18 2012-04-10 2012-04-17 2012-04-17 2012-04-17 2012-04-17 2012-08-23 2013-03-30 2013-09-06 2013-09-06 2013-09-26 2013-09-28 2013-10-05 2013-10-05 2013-11-29 2014-08-02 2014-08-02 2014-12-24 2015-01-09 2015-01-19 2015-12-28 2016-03-10 2017-09-03 2017-09-03 2017-10-08 2017-10-08 2017-10-08 2017-11-19 2017-12-11 2018-03-26 2018-03-26 2018-04-23 2018-11-26 2019-01-07 2019-03-25 2019-03-25 2019-05-20 2019-08-12 2019-08-19 2019-11-18 2020-03-30 2020-06-15 2020-06-22 2020-08-10 2020-12-07 2021-02-01 2021-05-24 2021-09-13 2022-03-21 2022-04-11 2022-08-29 2022-12-05 2022-12-12 2022-12-12 2023-01-09 2023-01-09. Author is listed
  2. NEP-ECM: Econometrics (74) 2001-11-27 2002-12-10 2002-12-18 2003-02-10 2005-06-27 2006-01-24 2006-10-14 2007-01-13 2007-01-13 2009-04-18 2009-06-17 2010-02-27 2010-02-27 2010-11-27 2010-11-27 2010-11-27 2010-11-27 2010-11-27 2011-01-23 2011-07-21 2011-09-05 2011-09-05 2011-09-05 2011-09-05 2011-11-01 2012-01-18 2012-01-18 2012-04-17 2012-08-23 2013-03-30 2013-09-06 2013-09-06 2013-09-26 2013-11-29 2014-08-02 2014-08-02 2015-01-19 2015-12-28 2016-03-10 2017-09-03 2017-09-03 2017-09-03 2017-09-03 2017-10-08 2017-10-08 2017-10-08 2017-11-19 2017-12-11 2018-01-15 2018-03-26 2018-03-26 2018-05-21 2018-11-26 2019-01-07 2019-03-25 2019-03-25 2019-08-12 2019-08-19 2019-11-18 2020-03-30 2020-06-15 2020-06-22 2020-12-07 2021-02-01 2021-05-24 2022-03-21 2022-08-29 2022-12-12 2023-01-09 2024-06-17 2024-08-26 2024-09-09 2024-10-28 2024-11-25. Author is listed
  3. NEP-ETS: Econometric Time Series (67) 2001-11-27 2002-12-02 2002-12-17 2005-06-27 2006-01-24 2006-09-30 2006-10-14 2007-01-13 2007-01-13 2007-01-13 2007-02-10 2009-04-18 2010-02-27 2010-02-27 2010-04-17 2010-09-25 2010-11-27 2010-11-27 2010-11-27 2010-11-27 2011-01-23 2011-07-21 2011-09-05 2011-09-05 2011-11-01 2012-01-18 2012-01-18 2012-04-10 2012-04-17 2012-04-17 2012-04-17 2012-04-17 2012-04-17 2013-03-30 2013-09-06 2013-09-06 2013-09-26 2013-09-28 2013-11-29 2014-08-02 2015-01-19 2015-12-28 2016-03-10 2017-09-03 2017-09-03 2017-10-08 2017-10-08 2017-11-19 2018-03-26 2018-04-23 2018-11-26 2019-01-07 2019-03-25 2019-11-18 2020-03-30 2020-12-07 2021-02-01 2021-05-24 2021-09-13 2022-03-21 2022-08-29 2022-12-05 2022-12-12 2024-06-17 2024-07-22 2024-09-09 2024-10-28. Author is listed
  4. NEP-ORE: Operations Research (25) 2010-11-27 2010-11-27 2010-11-27 2011-01-23 2011-09-05 2012-04-10 2012-04-17 2012-04-17 2013-10-05 2014-08-02 2015-01-19 2016-03-10 2017-09-03 2017-09-03 2017-10-08 2018-03-26 2018-05-21 2019-01-07 2019-08-12 2019-08-19 2020-03-30 2020-06-15 2020-12-07 2022-03-21 2022-04-11. Author is listed
  5. NEP-RMG: Risk Management (10) 2002-12-02 2002-12-17 2003-02-03 2012-01-18 2013-09-06 2013-09-26 2013-10-05 2019-08-19 2024-06-17 2024-07-29. Author is listed
  6. NEP-CMP: Computational Economics (9) 2003-02-03 2010-11-27 2013-09-06 2013-09-28 2013-10-05 2020-06-15 2020-06-22 2020-08-10 2024-07-29. Author is listed
  7. NEP-FMK: Financial Markets (8) 2002-12-02 2003-02-03 2006-09-30 2007-02-10 2009-06-17 2013-09-06 2013-09-26 2019-08-19. Author is listed
  8. NEP-MST: Market Microstructure (8) 2006-09-30 2007-01-13 2007-01-13 2007-02-10 2009-04-18 2017-10-08 2024-06-17 2024-07-29. Author is listed
  9. NEP-FOR: Forecasting (6) 2010-02-27 2019-03-25 2020-06-15 2020-06-22 2020-08-10 2022-12-05. Author is listed
  10. NEP-URE: Urban and Real Estate Economics (6) 2010-04-17 2010-09-25 2012-08-23 2014-12-24 2015-01-09 2019-05-20. Author is listed
  11. NEP-BIG: Big Data (4) 2019-03-25 2020-06-15 2020-06-22 2020-08-10
  12. NEP-HIS: Business, Economic and Financial History (3) 2013-09-06 2013-09-26 2013-10-05
  13. NEP-BAN: Banking (2) 2022-03-21 2022-04-11
  14. NEP-CFN: Corporate Finance (2) 2002-12-02 2003-02-03
  15. NEP-MAC: Macroeconomics (2) 2005-06-27 2024-08-19
  16. NEP-AGE: Economics of Ageing (1) 2019-05-20
  17. NEP-BEC: Business Economics (1) 2019-05-20
  18. NEP-CBA: Central Banking (1) 2012-04-17
  19. NEP-DCM: Discrete Choice Models (1) 2024-08-26
  20. NEP-ENT: Entrepreneurship (1) 2001-11-27
  21. NEP-FIN: Finance (1) 2006-10-14
  22. NEP-HPE: History and Philosophy of Economics (1) 2010-11-27
  23. NEP-IFN: International Finance (1) 2002-12-02
  24. NEP-INV: Investment (1) 2024-07-22
  25. NEP-ISF: Islamic Finance (1) 2021-09-13
  26. NEP-MIC: Microeconomics (1) 2010-11-27
  27. NEP-NET: Network Economics (1) 2001-11-27

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