Science Explorer Interactive view Map

Jun Yu

Jun Yu publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Stochastic processes and financial applications and Monetary Policy and Economic Impact.

World rank
#87,303
of 1,633,909 ranked researchers
Rank in Singapore
#345
of 5,048
Works
93
Citations
606
Citations per work
6.5

What does Jun Yu research?

Finance: 28.6%Economics and Econometrics: 16.0%General Economics, Econometrics and Finance: 8.4%Statistics and Probability: 8.4%other fields: 38.6%29%top field
Finance28.6%Economics and Econometrics16.0%General Economics, Econometrics and Finance8.4%Statistics and Probability8.4%other fields38.6%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance29% of their works
  2. 2Economics and Econometrics16% of their works
  3. 3General Economics, Econometrics and Finance8% of their works
  4. 4Statistics and Probability8% of their works
  5. 5Artificial Intelligence4% of their works
  6. 6Management Science and Operations Research4% of their works

Research topics

Which keywords describe Jun Yu's research?

The keywords of their largest research topics: GARCH Models, Volatility, Monetary Policy, Option Pricing, Stochastic Calculus, Economic Growth, Fiscal Policy and Economic Policy Uncertainty.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. GARCH Models201 topic
  2. Volatility201 topic
  3. Monetary Policy142 topics
  4. Option Pricing111 topic
  5. Stochastic Calculus111 topic
  6. Economic Growth81 topic
  7. Fiscal Policy81 topic
  8. Economic Policy Uncertainty61 topic
  9. Econophysics61 topic
  10. Multifractal Analysis61 topic
  11. Oil Price Shocks61 topic
  12. Regularization41 topic
  13. Variable Selection41 topic
  14. Air Force31 topic
  15. Generalized Exponential31 topic
  16. Modernization31 topic
  17. Skew Distributions31 topic

Where does Jun Yu work?

Jun Yu's main affiliation in the publication record is Singapore Management University, Singapore.

How many publications and citations does Jun Yu have?

Science Explorer counts 93 works and 606 citations for Jun Yu, ranking #87,303 of 1,633,909 researchers worldwide on the composite score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Other researchers named Jun Yu

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