Jun Yu
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
-
- Monetary Policy and Economic Impact
Papers in ⓘ
- Finance 93
- Financial Risk and Volatility Modeling 72
- Stochastic processes and financial applications 47
- Financial Markets and Investment Strategies 12
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- Market Dynamics and Volatility 31
- Complex Systems and Time Series Analysis 24
- Co-authors
- Peter C.B. Phillips (40 shared papers)Shuping Shi (16 shared papers)Yangru Wu (3 shared papers)Renate Meyer (4 shared papers)Andreas Berg (2 shared papers)Manabu Asai (1 shared paper)Michael McAleer (1 shared paper)Weilin Xiao (6 shared papers)
- Journals
- Journal of Econometrics (26 papers)Econometric Reviews (5 papers)Review of Financial Studies (4 papers)Economics Letters (4 papers)Quantitative Finance (3 papers)
- Partner nations
- SingaporeChinaNew Zealand
In The Last Decade
Jun Yu
158 papers receiving 5.3k citations
Hit Papers
Peers
Comparison fields: 5 of 162
- Finance 2.9k
- General Economics, Econometrics and Finance 1.3k
- Economics and Econometrics 3.3k
- Statistics and Probability 514
- Management Science and Operations Research 378
Countries citing papers authored by Jun Yu
This map shows the geographic impact of Jun Yu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jun Yu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jun Yu more than expected).
Fields of papers citing papers by Jun Yu
This network shows the impact of papers produced by Jun Yu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jun Yu. The network helps show where Jun Yu may publish in the future.
Co-authors
The 25 scholars most cited alongside Jun Yu, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 173 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 Hit paper breakdown → | 2015 | 743 |
| 2 | EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* Hit paper breakdown → | 2011 | 738 |
| 3 | Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles Hit paper breakdown → | 2015 | 314 |
| 4 | 2017 | 292 | |
| 5 | 2004 | 269 | |
| 6 | 2006 | 228 | |
| 7 | 2004 | 210 | |
| 8 | 2002 | 151 | |
| 9 | 2008 | 136 | |
| 10 | 2013 | 119 | |
| 11 | 2013 | 119 | |
| 12 | 2004 | 113 | |
| 13 | 2006 | 110 | |
| 14 | 2011 | 89 | |
| 15 | 2011 | 75 | |
| 16 | 2010 | 71 | |
| 17 | 2009 | 70 | |
| 18 | 2014 | 62 | |
| 19 | 2012 | 54 | |
| 20 | 2013 | 52 |
About Jun Yu
Jun Yu is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability and Electrical and Electronic Engineering, having authored 173 papers that have together received 5.6k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (72 papers), Stochastic processes and financial applications (47 papers), Monetary Policy and Economic Impact (44 papers), Market Dynamics and Volatility (31 papers), Complex Systems and Time Series Analysis (24 papers), Statistical Methods and Inference (16 papers), Financial Markets and Investment Strategies (12 papers) and Statistical Distribution Estimation and Applications (7 papers). The work is most often cited by research in Finance (2.9k citations), General Economics, Econometrics and Finance (1.3k citations), Economics and Econometrics (3.3k citations), Statistics and Probability (514 citations) and Management Science and Operations Research (378 citations). Jun Yu has collaborated with scholars based in Singapore, China and New Zealand. Frequent co-authors include Peter C.B. Phillips, Shuping Shi, Yangru Wu, Renate Meyer, Andreas Berg, Manabu Asai, Michael McAleer, Weilin Xiao, Yong Li and Jin Lü. Their work appears in journals such as Journal of Econometrics, Econometric Reviews, Review of Financial Studies, Economics Letters and Quantitative Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.