Jun Yu

Orcid: 0000-0003-2360-5873

Affiliations:
  • Singapore Management University, Singapore, Singapore


According to our database1, Jun Yu authored at least 4 papers between 2006 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2023
Volatility Puzzle: Long Memory or Antipersistency.
Manag. Sci., July, 2023

2014
A flexible and automated likelihood based framework for inference in stochastic volatility models.
Comput. Stat. Data Anal., 2014

2006
A class of nonlinear stochastic volatility models and its implications for pricing currency options.
Comput. Stat. Data Anal., 2006

A Class of Nonlinear Stochastic Volatility Models.
Proceedings of the 2006 Joint Conference on Information Sciences, 2006


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