Scholar
Jun Yu
Google Scholar ID: bGGyV5IAAAAJ
University of Macau
Econometrics
Financial Econometrics
Empirical Asset Pricing
Bayesian Econometrics
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Citations & Impact
All-time
Citations
5,050
H-index
28
i10-index
62
Publications
20
Co-authors
42
list available
Publications
1 items
The "Rough" HAR Model
2026
Cited
0
Co-authors
7 total
Peter C. B. Phillips
Yale University
Xibin Zhang
Monash University
Chen ZHANG
Sun Yat-sen University
Jianqing Fan
Professor of Statistics, Professor of Finance, Princeton University
Tian Xie
Xiamen University
Yang Zhenlin
Professor, Shcool of Economics, Singapore Management University
Tore Selland Kleppe
Professor of Mathematical Statistics
