Concepedia

Jun Yu

JY

Statistics

Publications

101

Citations

8.1K

H-Index

40

Active since

1999

Affiliations

Singapore Management University(Current)

University of Auckland

University of Southampton

Yale University

Macquarie University

Jun Yu is an author at Singapore Management University specializing in economics, finance, and financial economics.

Publications per year

1999–2025

101

Publications

101

EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*

Peter C.B. Phillips, Yangru Wu, Jun Yu · International Economic Review · 2011 · 1.1K citations · Full text

Social Sciences, Economics, Finance +14

TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500

Peter C.B. Phillips, Shuping Shi, Jun Yu · International Economic Review · 2015 · 1.1K citations

Social Sciences, Economics, Finance +16

Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles

Peter C.B. Phillips, Shuping Shi, Jun Yu · ePrints Soton (University of Southampton) · 2015 · 480 citations

Social Sciences, Economics, Finance +16

On leverage in a stochastic volatility model

Jun Yu · Journal of Econometrics · 2004 · 415 citations

Business, Economics, Finance +17

A Survey on Energy Internet: Architecture, Approach, and Emerging Technologies

Kun Wang, Jun Yu, Yan Yu et al. · IEEE Systems Journal · 2017 · 375 citations · Full text

Engineering, Communication, Electrical Engineering +17

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