百晓学者学者目录

余俊

安徽师范大学法学院

个人简介

余俊，安徽师范大学法学院教授，研究方向为民商法、宏观经济管理与可持续发展、贸易经济。其代表成果涉及数字人权、商标法、著作权、TRIPS协定与中国知识产权法制等议题。曾当选中国教育发展战略学会教育法治与学校治理专业委员会第三届理事会常务理事，并在法学学术讲座中担任主持人或与谈人。

精选作品

期刊论文

  1. 余俊（2026）. 商标法治的产权逻辑. 《知识产权》, No. 8.下载原文
  2. 余俊（2026）. 知识财产权的创造论诠释. 《知识产权》, No. 2.下载原文
  3. 余俊，孟宇（2026）. 创新指数中的版权指标分析及对策. 《中国版权》.
  4. 郭新月，余俊（2025）. 主体间性建构视野下的数字人权——概念考察与现实价值. 《案例法学研究》.
  5. 余俊，林淑敏（2025）. 生态环境法典的立法体例之思考——基于中华文化天人合一的法哲学视角. 《中国国土资源经济》, Vol. 38, No. 1.下载原文
  6. 余俊（2024）. 新质生产力的知识产权命题. 《知识产权》, No. 7.下载原文
  7. Shu-Ping Shi, Xiaobin Liu, Jun Yu (2024). Fractional stochastic volatility model. Journal of Time Series Analysis.DOI
  8. Yanbo Liu, Peter C. B. Phillips, Jun Yu (2023). A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. International Economic Review, Vol. 640, No. 4.DOI
  9. 余俊（2023）. 商标观念形成的物本和人本进路. 《清华法学》, Vol. 17, No. 5.下载原文
  10. 余俊（2023）. 商标本质基础观念的重构. 《中国法学》, No. 5.下载原文
  11. 余俊（2023）. 中国著作权观念与标识性范畴的形成. 《当代法学》, No. 4.下载原文
  12. 余俊（2023）. 中国式现代化进程中的商标法治. 《知识产权》, No. 5.下载原文
  13. Xiaohu Wang, Jun Yu (2023). Latent local-to-unity models. Econometric Reviews.DOI
  14. 余俊，廖慧姣（2022）. “不以使用为目的的恶意商标注册申请”的解释与适用. 《法律适用》, No. 8.下载原文
  15. 余俊，孙雪静（2022）. 边缘计算中临时复制的著作权法规制. 《中国出版》, No. 7.下载原文
  16. Shu-Ping Shi, Jun Yu (2022). Volatility Puzzle. Social Science Research Network.DOI
  17. 余俊，王少仁（2021）. 学位条例修改引入学术规范的法理依据与制度构造. 《安徽师范大学学报：社会科学版》, Vol. 49, No. 1.下载原文
  18. 余俊（2021）. 面向知识产权强国建设的知识产权学科治理现代化. 《知识产权》, No. 12.下载原文
  19. Xiao-Hu Wang, Wei-Lin Xiao, Jun Yu (2021). Asymptotic properties of least squares estimator in local to unity processes with fractional Gaussian noises.
  20. 余俊，张潇（2020）. 区块链技术与知识产权确权登记制度的现代化. 《知识产权》, No. 8.下载原文
  21. Jun Yu (2020). Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data.
  22. Li-Peng Chen, Liang Jiang, S. Phang, Jun Yu (2020). Housing equity and household consumption in retirement: evidence from the Singapore Life Panel©. New Zealand Economic Papers.DOI
  23. Wei-Lin Xiao, Jun Yu (2020). Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University Asymptotic theory for rough fractional vasicek models Asymptotic theory for rough fractional vasicek models.
  24. Katsuto Tanaka, Wei-Lin Xiao, Jun Yu (2020). Maximum Likelihood Estimation for the Fractional Vasicek Model. Econometrics.DOI
  25. Liang Jiang, Xiao-Hu Wang, Jun Yu (2020). In-fill asymptotic theory for structural break point in autoregressions. Econometric Reviews.DOI
  26. Yue Qiu, Tian Xie, Jun Yu (2020). Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University Forecast combinations in machine learning Forecast combinations in machine learning.
  27. 余俊（2019）. 长江保护立法的体系化功能之思考. 《江苏大学学报：社会科学版》, Vol. 21, No. 3.下载原文
  28. 余俊（2019）. 知识产权与中国现代性的起源. 《知识产权》, No. 8.下载原文
  29. Yong Li, Jun Yu (2019). An improved Bayesian unit root test in stochastic volatility models.
  30. Xiao-Hu Wang, Jun Yu (2019). Institutional Knowledge at Singapore Management University Limit Theory for an Explosive Autoregressive Process.
  31. Yong Li, Jun Yu, T. Zeng (2019). Hypothesis testing, specification testing, and model selection based on the MCMC output using R. Handbook of Statistics.DOI
  32. T. Ando, Ju-Shan Bai, M. Nishimura, Jun Yu (2019). A Quantile-based Asset Pricing Model.
  33. A. Eriksson, D. Preve, Jun Yu (2019). Forecasting Realized Volatility Using a Nonnegative Semiparametric Model. Journal of Risk and Financial Management.DOI
  34. Wei-Lin Xiao, Jun Yu, Xiao-Hu Wang (2018). Estimation and Inference in Fractional Ornstein–Uhlenbeck Model with Discrete-Sampled Data ∗.
  35. Yong Li, Xiaobin Liu, Jun Yu, T. Zeng (2018). A New Wald Test for Hypothesis Testing Based on MCMC outputs.
  36. Yong Li, Jun Yu, T. Zeng (2018). Integrated Deviance Information Criterion for Latent Variable Models.
  37. Yong Li, Xiaobin Liu, T. Zeng, Jun Yu (2018). A Posterior-Based Wald-Type Statistic for Hypothesis Testing.DOI
  38. 余俊（2017）. 中国特色社会主义法治理论体系的范式形成. 《学术界》, No. 10.下载原文
  39. Andras Fulop, Jun Yu (2017). Bayesian Analysis of Bubbles in Asset Prices.DOI
  40. Yong Li, Jun Yu, T. Zeng (2017). Deviance Information Criterion for Bayesian Model Selection: Justification and Variation.
  41. Jin Li, Jun Yu (2017). A THEORY OF TURNOVER AND WAGE DYNAMICS.DOI
  42. Yubo Tao, Jun Yu (2017). Model Selection for Explosive Models. Essays in Honor of Cheng Hsiao.DOI
  43. Xiao-Hu Wang, Jun Yu (2017). Bubble testing under deterministic trends.
  44. Yong Li, Jun Yu, T. Zeng (2017). A specification test based on the MCMC output.
  45. Wei-Lin Xiao, Jun Yu (2016). Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model.
  46. Cheng Liu, Ning-Ning Xia, Jun Yu (2016). Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data.
  47. Yong Li, T. Zeng, Jun Yu (2015). A Bayesian specification test.
  48. Leh-chyan So, Jun Yu (2015). IMPROVED DETECTION OF RARE-EVENT RISK OF A PORTFOLIO WITH U.S. REITs.DOI
  49. P. Phillips, Shu-Ping Shi, Jun Yu (2015). Supplement to two papers on multiple bubbles [Online supplementary materials].
  50. Xiaobin Liu, Jun Yu (2015). A Bayesian Chi-Squared Test for Hypothesis.
  51. Liang Jiang, Peter C. B. Phillips, Jun Yu (2014). A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market.DOI
  52. T. Zeng, Yong Li, Jun Yu (2014). Deviance Information Criterion for Comparing VAR Models.DOI
  53. Liang Jiang, Xiao-Hu Wang, Jun Yu (2014). On Bias in the Estimation of Structural Break Points.
  54. H. Skaug, Jun Yu (2014). A flexible and automated likelihood based framework for inference in stochastic volatility models. Computational Statistics & Data Analysis.DOI
  55. Aurobindo Ghosh, Jun Yu (2013). Knowledge Leadership Singapore Inflation Expectations : Expecting the Unexpected.
  56. Yong Li, Jun Yu, T. Zeng (2013). Robust bayesian model Selection.
  57. P. Phillips, Jun Yu (2013). SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION. Econometric Theory.DOI
  58. Yong Bao, A. Ullah, Yun Wang, Jun Yu (2013). Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes.
  59. M. Yiu, Jun Yu, Lu Jin (2013). Detecting bubbles in Hong Kong residential property market.DOI
  60. Jun Yu (2012). Simulation-Based Estimation Methods for Financial Time Series Models.DOI
  61. R. Mariano, Zhi-Jie Xiao, Jun Yu (2012). Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C. B. Phillips.DOI
  62. R. Mariano, Zhi-Jie Xiao, Jun Yu (2012). Recent advances in panel data, nonlinear and nonparametric models: A festschrift in honor of Peter C.B. Phillips.DOI
  63. J. Whalley, Jun Yu, Shun-Ming Zhang (2012). Trade Retaliation in a Monetary-Trade Model. Social Science Research Network.DOI
  64. Andras Fulop, Junye Li, Jun Yu (2012). Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility.DOI
  65. 余俊（2011）. 商标保护模式进化论. 《法学杂志》.
  66. 余俊（2011）. TRIPS协定与中国知识产权法制的变革. 《电子知识产权》.
  67. 余俊（2011）. 从“拿来主义”到本土化:TRIPS协定在中国的十年. 《云南大学学报(法学版)》.
  68. 余俊（2011）. 《著作权法》第4条的解读. 《中国出版》, No. 21.下载原文
  69. 余俊（2011）. 论环境难题对法律科学的范式影响——兼与蔡守秋教授商榷. 《中国地质大学学报(社会科学版)》, Vol. 11, No. 4.下载原文
  70. 余俊（2011）. 著作财产权的权利束体系及与作品的对应关系. 《知识产权》, No. 1.下载原文
  71. 余俊（2011）. 我国高校技术转移中的知识产权策略. 《中南大学学报(社会科学版)》, Vol. 17, No. 5.下载原文
  72. 余俊，韦志玲（2011）. 论环境权入宪的法理基础. 《理论月刊》, No. 1.下载原文
  73. Aurobindo Ghosh, Jun Yu (2011). Singapore Consumer’s Inflation Expectations and Creation of Singapore Index of Inflation Expectations.
  74. Xiao-Hu Wang, Jun Yu (2011). Double Asymptotics for an Explosive Continuous Time Model.
  75. T. S. Kleppe, Jun Yu, H. Skaug (2011). Simulated Maximum Likelihood Estimation for Latent Diffusion Models.
  76. P. Phillips, Jun Yu (2011). Corrigendum to ‘A Gaussian approach for continuous time models of short-term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210-24): Corrigendum to Yu and Phillips.DOI
  77. Shu-Ping Shi, Peter C. B. Phillips, Jun Yu (2011). Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles.DOI
  78. P. Phillips, Jun Yu (2011). THE ET INTERVIEW: A CONVERSATION WITH ERIC GHYSELS. Econometric Theory.DOI
  79. Jun Yu, P. Phillips (2011). Warning System for Property Bubbles.
  80. Peter C. B. Phillips, Shuping Shi, Jun Yu (2011). Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.DOI
  81. T. S. Kleppe, Jun Yu, H. Skaug (2010). Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time.
  82. P. Phillips, Jun Yu (2010). A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics.
  83. Qian-Kun Zhou, Jun Yu (2010). Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes.
  84. P. Phillips, Jun Yu, Eric Ghysels (2010). Measurement and High Finance.
  85. P. Phillips, Jun Yu, Eric Ghysels (2010). Using Financial Econometrics to Measure Risk.
  86. Jun Yu (2010). Evolution and Impacts of Transition of Preferences for Stock Investment by Mutual Funds.
  87. Yong Li, Jun Yu (2010). A New Bayesian Unit Root Test in Stochastic Volatility Models.
  88. 余俊（2009）. 商标功能辨析. 《知识产权》, No. 6.下载原文
  89. T. S. Kleppe, Jun Yu, H. Skaug (2009). Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models.DOI
  90. Shirley Huang, Jun Yu (2008). An efficient method for maximum likelihood estimation of a stochastic volatility model.DOI
  91. J. Whalley, Jun Yu, Shun-Ming Zhang (2008). Trade Policy in a Multi-Commodity Model Incorporating Inside Money.
  92. Peter C. B. Phillips, Jun Yu (2007). Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance.DOI
  93. Shirley Huang, Qian-Qiu Liu, Jun Yu (2007). Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts.
  94. Xing Jin, Le-Ping Wang, Jun Yu (2007). Temporal Aggregation and Risk-Return Relation.DOI
  95. P. Phillips, Yang-Ru Wu, Jun Yu (2006). Explosive Behavior and the Nasdaq Bubble in the 1990s: When Did Irrational Exuberance Escalate Asset Values?DOI
  96. Jun Yu, Zhen-Lin Yang, Xi-Bin Zhang (2006). A class of nonlinear stochastic volatility models and its implications for pricing currency options. Computational Statistics & Data Analysis.DOI
  97. Jun Yu, Zhen-Lin Yang (2006). A Class of Nonlinear Stochastic Volatility Models. Joint Conference on Information Sciences.DOI
  98. Manabu Asai, M. McAleer, Jun Yu (2006). Multivariate Stochastic Volatility: A Review.DOI
  99. P. Phillips, Jun Yu (2005). Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â.
  100. Yingfu Xie, Jun Yu (2005). Consistency of Maximum Likelihood Estimators for the Reduced Regime-Switching GARCH Model.
  101. P. Phillips, Jun Yu (2005). Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde.
  102. P. Phillips, Jun Yu (2005). Jackknifing Bond Option Prices.DOI
  103. Jun Yu (2005). On Leverage in a Stochastic Volatility Model.DOI
  104. P. Phillips, Jun Yu (2005). Comment: A Selective Overview of Nonparametric Methods in Financial Eco.DOI
  105. Jun Yu (2005). Research on the Fractal Characteristics of the Capital Market.
  106. Peter C. B. Phillips, Jun Yu (2005). A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations.
  107. 余俊（2004）. 试论我国监护制度的完善. 《浙江工商大学学报》, No. 2.下载原文
  108. M. McAleer, Manabu Asai, Massimiliano Caporin, F. Chan, Rob Engle, Ji-Ti Gao, S. Hoti, T. Jeantheau, S. Ling, Adrian R. Pagan, Peter C. B. Phillips, Peter M. Robinson, R. Tsay, N. Shephard, Jun Yu (2004). Automated Inference and Learning in Modelling Financial Volatility *.
  109. Andreas Berg, R. Meyer, Jun Yu (2004). Deviance Information Criterion for Comparing Stochastic Volatility Models.DOI
  110. Jun Yu (2004). Empirical Characteristic Function Estimation and Its Applications.DOI
  111. Shirley Huang, Jun Yu (2004). On Stiffness in Affine Asset Pricing Models.DOI
  112. Yiu-Kuen Tse, Xi-Bin Zhang, Jun Yu (2004). Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method.DOI
  113. Yingfu Xie, Jun Yu (2003). Asymptotics for Quasi-Maximum Likelihood Estimators of GARCH(1,2) Model Under Dependent Innovations.
  114. Jun Yu (2002). MCMC Methods for Estimating Stochastic Volatility Models with Liverage Effects : Comments on Jacquier , Polson and Rossi ( 2002 ).
  115. Jun Yu (2002). Forecasting volatility in the New Zealand stock market.DOI
  116. J. Knight, Stephen E. Satchell, Jun Yu (2002). Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method.DOI
  117. Jun Yu, P. Phillips (2001). A Gaussian approach for continuous time models of the short-term interest rate.DOI
  118. J. Knight, Jun Yu (2001). EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION. Econometric Theory.DOI
  119. Qi-Man Shao, Hao Yu, Jun Yu (2001). Do Stock Returns Follow a Finite Variance Distribution.
  120. Jun Yu (2001). Testing for a finite variance in stock return distributions.DOI
  121. H. Bluhm, Jun Yu (2001). Forecasting Volatility:Evidence from the German Stock Market.
  122. R. Meyer, Jun Yu (2000). BUGS for a Bayesian Analysis of Stochastic Volatility Models.DOI
  123. P. Phillips, Jun Yu (2000). Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand.
  124. Jun Yu (1999). Estimation of a Self-Exciting Poisson Jump Diffusion Model by the Empirical Characteristic Function Method.
  125. Qi-Man Shao, Hao Yu, Jun Yu (1999). A Test Statistic and Its Application in Modelling Daily Stock Returns.
  126. Graeme Guthrie, Julian Wright, Jun Yu (1999). Testing the expectations theory of the term structure for New Zealand.DOI
  127. J. Gómez-González, Peter C. B. Phillips, Jun Yu, Hernando Vargas, Jair N. Ojeda-Joya, Catalina Rey-Guerra, Natalia Sicard. Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Testing for Bubbles in Housing Markets: New Results Using a New Method Testing for Bubbles in Housing Markets: New Results Using a New Method.
  128. S. Hurn, Vance L. Martin, Peter C. B. Phillips, Jun Yu. TEACHING FINANCIAL ECONOMETRICS TO STUDENTS CONVERTING TO FINANCE.

研究方向

民商法宏观经济管理与可持续发展贸易经济

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