![]() LUI, Y., XIAO, W., and YU, J., ‘The Grid Bootstrap for Continuous Time Models’, Journal of Business & Economic Statistics, forthcoming.WANG, X., XIAO, W., YU, J., ‘Modeling and Forecasting Realized Volatility with the Fractional Ornstein-Uhlenbeck Process’, Journal of Econometrics, forthcoming.LIU, X., LI, Y, YU, J., ZENG, T., ‘A Posterior-Based Wald-Type Statistic for Hypothesis Testing’, Journal of Econometrics, forthcoming.LI, Y., WANG, N., YU, J., ‘Improved Marginal Likelihood Estimation via Power Posteriors and Importance Sampling’, Journal of Econometrics, forthcoming.Thesis Prize at the University of Western Ontario, 1998 The A R Bergstrom Prize in Econometrics, 1999.Marsden Award of the Royal Society of New Zealand, 2001.Research Excellence Award at the University of Auckland, 2002.Lee Kuan Yew Fellow for Research Excellence, Singapore Management University, 2004-2005.Lee Kuan Yew Fellow for Research Excellence, Singapore Management University, 2009-2010.School of Economics, Singapore Management Universityĭirector, Sim Kee Boon Institute for Financial Economics, Singapore Management UniversityĬo-Director, Centre for Financial Econometrics, Singapore Management University Lee Kong Chian School of Business, Singapore Management University Lead Principal Investigator, Centre for Research on the Economics of Ageing ![]() Lee Kong Chian Professor of Economics and Finance in Economics, University of Western Ontarioī.Sc. in Economics, University of Western Ontario
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