A Class of Nonlinear Stochastic Volatility Models. - Jun Yu 006; Zhenlin Yang (JCIS, 2006)

A class of nonlinear stochastic volatility models and its implications for pricing currency options. - Jun Yu 006; Zhenlin Yang; Xibin Zhang (Comput. Stat. Data Anal., 2006)

A flexible and automated likelihood based framework for inference in stochastic volatility models. - Hans J. Skaug; Jun Yu 006 (Comput. Stat. Data Anal., 2014)

Volatility Puzzle: Long Memory or Antipersistency. - Shuping Shi; Jun Yu 006 (Manag. Sci., 2023)