Jun Yu

Jun Yu

Singapore Management University - Singapore / Singapore
Economics & Econometrics / Economics
AD Scientific Index ID: 551299
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person_outline Jun Yu's MOST POPULAR ARTICLES
1-) Testing for multiple bubblesPCB Phillips, SP Shi, J YuCowles Foundation Discussion Paper, 20121201*2012
2-) Explosive behavior and the NASDAQ bubble in the 1990s: when did irrational exuberance escalate asset values?PCB Phillips, Y Wu, J YuCowles Foundation for Research in Economics, Yale University, Draft dtd …, 20071199*2007
3-) Dating the timeline of financial bubbles during the subprime crisisPCB Phillips, J YuQuantitative Economics 2 (3), 455-491, 20116392011
4-) On leverage in a stochastic volatility modelJ YuJournal of Econometrics 127 (2), 165-178, 20055522005
5-) Testing for multiple bubbles: Limit theory of real‐time detectorsPCB Phillips, S Shi, J YuInternational Economic Review 56 (4), 1079-1134, 20155302015