Jun Yu - Concepedia

Author

Jun Yu

Singapore Management University ORCID

Also Known As

Jun Boo Yu, Jun YU, Jun Yu, YU Jun, YU, Jun, Yu Jun, Yu Jun Ma, Yu, Jun, ZENG, Tao

353

Publications

8.8K

Citations

H-Index

155

Concepts

All Affiliations

Singapore Management University University of Auckland University of Southampton Yale University Macquarie University

About

Jun Yu is an author at Singapore Management University specializing in engineering, statistics, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	23	34	2.1K
2	Business	21	35	4.2K
3	Management	8	8	2.5K
4	Public Health	3	3	229
5	Accounting	1	1	259

Jun Yu

Publications

7.9K

Citations

H-Index

Page 1

	Year	Citations
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* Peter C.B. Phillips, Yangru Wu, Jun Yu International Economic Review Market MicrostructureEmpirical FinanceEconomicsFinancial EconomicsExperimental Finance	2011	1.1K
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 Empirical FinanceApplied EconometricsFinancial BubblesEconomic FluctuationInternational Financial Crisis	2015	1K
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	465
On leverage in a stochastic volatility model Jun Yu Journal of Econometrics Volatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingComputational Finance	2004	413
A Survey on Energy Internet: Architecture, Approach, and Emerging Technologies Kun Wang, Jun Yu, Yan Yu, IEEE Systems Journal Distributed Energy SystemCarbon EmissionEngineeringEnergy EfficiencyGreen Communications	2017	373
Deviance Information Criterion for Comparing Stochastic Volatility Models Andreas Berg, Renate Meyer, Jun Yu Journal of Business and Economic Statistics	2004	284
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 Peter C.B. Phillips, Shuping Shi, Jun Yu RePEc: Research Papers in Economics Empirical FinanceRecursive ProceduresEconometric Detection MechanismsFinancial BubblesEconomic Fluctuation	2013	259
Forecasting volatility in the New Zealand stock market Jun Yu Applied Financial Economics	2002	214
Empirical Characteristic Function Estimation and Its Applications Jun Yu Econometric Reviews Parameter EstimationDensity EstimationEngineeringEmpirical Characteristic FunctionMixture Analysis	2004	180
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison Jun Yu, Renate Meyer Econometric Reviews Multivariate Sv ModelsVolatility ModelingMultivariate Stochastic VolatilityBayesian StatisticsAsset Pricing	2006	179

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