Jun Qing Yu

• PhD
• Research Officer at The University of Sydney

This paper explores implications of weak identification in common ‘long memory’ and recent ‘rough’ approaches to modeling volatility dynamics of financial assets. We unveil an asymptotic near-observational equivalence between a long memory model with weak autoregressive dynamics and a rough model with a near-unit autoregressive root. Standard metho...

Synthesis and antitumour activity of a palladium compound, [Bis (quinoline) palladium (II) chloride] (coded as NH1) alone and in combination along with its proposed mechanism of action has been described in the present study. Antitumour activity has been performed in seven different cancer cell lines using colorimetric 3-(4,5-dimethylthiazol-2-yl)-...

A model of financial asset price determination is proposed that incorporates flat trading features into an efficient price process. The model involves the superposition of a Brownian semimartingale process for the efficient price and a Bernoulli process that determines the extent of flat price trading. The approach is related to sticky price modeli...

May 17, 2008 A model of financial asset price determination is proposed that incorporates flat trading features into an efficient price process. The model involves the superposition of a Brownian semimartingale process for the effcient price and a Bernoulli process that determines the extent of price trading. The approach is related to sticky price...

Hypothesis testing based on p-values has been criticized in recent years. The conventional Bayes factors (BFs) have been tipped as possible replacements of p-values. However, conventional BFs suffer from several theoretical and practical difficulties. For example, the conventional BFs are not well-defined under improper priors and they subject to J...

Due to similar coordination chemistry of palladium and platinum, a large number of palladium compounds as well have been investigated for their anticancer activity. In the present study, we describe synthesis, characterization, and anticancer activity of palladium complex [Bis(1,8-quinolato)palladium (II)], coded as NH3 against seven different canc...

Purpose Cisplatin resistance is a major concern in ovarian cancer treatment. The aim of this study was to investigate if wedelolactone could perform better in resistant ovarian cancer cells when used in combination with cisplatin. Methods Growth inhibitory potential of wedelolactone and cisplatin was investigated through MTT reduction assay in ova...

Due to similar coordination chemistry of palladium and platinum, a large number of palladium compounds too have been investigated for their anticancer activity. In the present study we describe synthesis, characterization and anticancer activity of palladium complex [Bis(1,8-quinolato)palladium (II)], coded as NH3 against seven different cancer cel...

In the present study, cisplatin, artemisinin, and oleanolic acid were evaluated alone, and in combination, on human ovarian A2780, A2780ZD0473R, and A2780cisR cancer cell lines, with the aim of overcoming cisplatin resistance and side effects. Cytotoxicity was assessed by MTT reduction assay. Combination index (CI) values were used as a measure of...

Context and Objective Cisplatin is a platinum drug in current clinical use for the treatment of cervical cancer. However, drug toxicity and resistance are its two major limitations. The aim of this investigation was to test the cytotoxic activity of potential phytochemicals alone and in combination with cisplatin in cervical cancer cells. Methods...

Background: In the present study, cisplatin, artemisinin and oleanolic acid were evaluated alone and in combination, on human ovarian A2780, A2780ZD0473R and A2780cisR cancer cell lines with aim of overcoming cisplatin resistance and side effects. Methods: Cytotoxicity was assessed by MTT reduction assay. CI values were used as a measure of combine...

This article obtains the exact distribution of the maximum likelihood estimator of structural break point in the Ornstein–Uhlenbeck process when a continuous record is available. The exact distribution is asymmetric, tri-modal, dependent on the initial condition. These three properties are also found in the finite sample distribution of the least s...

Due to similar coordination chemistry of palladium with platinum, a lot of palladium compounds investigated for their anticancer activity after the discovery of cisplatin. Imidazo[1, 2‐α]pyridine is a drug precursor scaffold and has already been successfully utilized to come up with a number of clinical drugs against various diseases. In this prese...

Background Colorectal cancer is the third most common diagnosed cancer in the world, causing many deaths every year. Combined chemotherapy opened new horizon in treating colorectal cancer. The objective of the present study is to investigate the activity of oxaliplatin in combination with emetine and patulin against colorectal cancer models. Mater...

Background: Identification and development of new drug candidates to be used singly or in combination therapy is critical in anticancer research. In recent years, accumulating evidence encouraged us to investigate the anti-proliferative effects of a small and emerging phytochemical Wedelolactone (WDL) in estrogen-dependent and independent multiple...

Targeting multiple pathways involved either in drug resistance or/and in intact cancer cell survival are promising strategies. Epigenetics is being immensely recognized as exciting frontier in cancer research. Kinases have direct and indirect epigenetic impacts. Kinases are among the popular discovery targets and kinase inhibitors represent one of...

Targeting multiple pathways involved either in drug resistance or/and in intact cancer cell survival are promising strategies. Epigenetics is being immensely recognized as exciting frontier in cancer research. Kinases have direct and indirect epigenetic impacts. Kinases are among the popular discovery targets and kinase inhibitors represent one of...

Platinum drugs cisplatin and carboplatin, given in combination with paclitaxel, constitute the standard chemotherapy against ovarian cancer (OC). Oc chemoresistance is a major obstacle to effective treatment, but knowledge of the mechanisms that underlie it remains incomplete. We thus sought to discover key proteins associated with platinum resista...

This paper studies a continuous time dynamic system with a random persistence parameter. The exact discrete time representation is obtained and related to several discrete time random coefficient models currently in the literature. The model distinguishes various forms of unstable and explosive behavior according to specific regions of the paramete...

Background: Resistance to chemotherapy remains a major hurdle in complete cure against ovarian cancer. Among 75 percent of respondents to chemotherapy, the majority would relapse within two years. Cancer cells can overcome therapy-induced damage by activation of back-up signaling pathways and flexible modulation of affected networks resulting in ch...

Based on the Girsanov theorem, this paper obtains the exact distribution of the maximum likelihood estimator of structural break point in a continuous time model. The exact distribution is asymmetric and tri-modal, indicating that the estimator is biased. These two properties are also found in the finite sample distribution of the least squares (LS...

New limit theory is developed for co-moving systems with explosive processes, connecting continuous and discrete time formulations. The theory uses double asymptotics with infill (as the sampling interval tends to zero) and large time span asymptotics. The limit theory explicitly involves initial conditions, allows for drift in the system, is provi...

Acquired drug resistance remains major problem in platinum based chemotherapy against ovarian cancer. It is believed that elevated expression of NF-kB and AKT/PKB is one of the prime reasons for acquired drug resistance. Since tumour active natural compounds can dampen NF-kB and AKT/PKB expression, it is thought that platinum drugs in combination w...

This paper examines the usefulness of high frequency data in estimating the covariance matrix for portfolio choice when the portfolio size is large. A computationally convenient nonlinear shrinkage estimator for the integrated covariance (ICV) matrix of financial assets is developed in two steps. The eigenvectors of the ICV are first constructed fr...

6-Shogaol Found To Act Synergistically In Combination With Platinum Drugs In Ovarian Cancer Background: Ovarian cancer is commonly treated with platinum drugs in combination with paclitaxel. However, acquired drug resistance remains the major problem with the chemotherapy. The resistance to platinum drugs is believed to be associated with multiple...

Background The management of ovarian cancer remains a challenge. Because of the lack of early symptoms, it is often diagnosed at a late stage when it is likely to have metastasized beyond ovaries. Currently, platinum based chemotherapy is the primary treatment for the disease. However acquired drug resistance remains an on-going problem. As cisplat...

This paper establishes a double asymptotic theory for explosive continuous time Levy-driven processes and the corresponding exact discrete time models. The double asymptotic theory assumes the sample size diverges because the sampling interval (h) shrinks to zero and the time span (N) diverges. Both the simultaneous and sequential double asymptotic...

Currently used platinum drugs fail to provide long-term cure for ovarian cancer mainly because of acquired drug resistance. With the idea that the difference may translate into an altered spectrum of activity, monofunctional planaramineplatinum(II) complex tris(quinoline)monochloro-platinum chloride (coded as LH5) was synthesized and investigated f...

A great amount of research effort has been directed at platinum compounds that bind with DNA differently from cisplatin with the idea that the difference may translate into an altered spectrum of activity. Recently research has also been directed at applying combinations of platinum agents with tumour-active phytochemicals with the aim of providing...

Introduction: Estrogens are found to influence aetiology and progression of endocrine/hormone responsive cancers in patient specific manner. The concept of hormonal manipulations dates back to the last half of twentieth century when tamoxifen was approved by FDA as the first selective estrogen receptor modulator (SERM). A significant decline in mor...

Background and aims Resistance to platinum-based chemotherapy remains a major obstacle in the treatment against human ovarian cancer. In this study, binary combinations of platinum compounds: cisplatin, carboplatin and oxaliplatin with phytochemicals: artemisinin, thymoquinone, curcumin, lupeol and oleanolic acid have been applied to human ovarian...

Aims To apply combinations of monofunctional platinums with selected phytochemicals in human ovarian tumor models towards overcoming platinum resistance. Recently research has been directed at combinations of platinum drugs with tumor active phytochemicals towards a means of overcoming platinum resistance in ovarian cancer. In this study, two desig...

With the idea that platinum compounds that bind with DNA differently than cisplatin may be better-able to overcome platinum resistance in ovarian tumor, the monofunctional platinum complex tris(imidazo(1,2-α)pyridine) chloroplatinum(II) chloride (coded as LH6) has been synthesized and investigated for its activity, alone and in combination with the...

A new jackknife method is introduced to remove the first order bias in unit root models. It is optimal in the sense that it minimizes the variance among all the jackknife estimators of the form considered in Phillips and Yu (2005) and Chambers and Kyriacou (2013) after the number of subsamples is selected. Simulations show that the new jackknife re...

Large sample properties are studied for a first-order autoregression (AR(1)) with a root greater than unity. It is shown that, contrary to the AR coefficient, the least-squares (LS) estimator of the intercept and its -statistic are asymptotically normal without requiring the Gaussian error distribution, and hence an invariance principle applies. Th...

The asymptotic distributions of the maximum likelihood estimator of the persistence parameter are developed in a linear diffusion model under three sampling schemes, long-span, in-fill and double. Simulations suggest that the in-fill asymptotic distribution gives a more accurate approximation to the finite sample distribution than the other two dis...

Currently used platinum drugs fail to provide long-term cure for ovarian cancer mainly because of acquired drug resistance. In this study, a new monofunctional planaramineplatinum(II) complex, namely tris(8-hydroxyquinoline)monochloroplatinum(II) chloride (coded as LH3), was synthesised and investigated for its activity against human ovarian A2780,...

Introduction: Although cisplatin is widely used in the clinic, its use has also been limited due to the presence of numerous side effects and acquired drug resistance. The present study aimed to design novel platinums of the form: [PtL3Cl]Cl where L= 8-hydroxyquinoline and benzimidazole coded as LH3 and LH4 respectively, determine their activity al...

In the present study, synergism in activity from the sequenced combinations of monofunctional platinum tris(benzimidazole)monochloroplatinum(II) chloride (coded as LH4) with capsaicin, quercetin, curcumin and cisplatin was investigated as a function of sequence of administration in a number of human ovarian tumor models. Cellular accumulations of p...

Abstract Econometric analysis of continuous time models has drawn the attention of Peter Phillips for nearly 40 years, resulting in many important publications by him. In these publications he has dealt with a wide range of continuous time models and econometric problems, from univariate equations to systems of equations, from asymptotic theory to...

Background As compared to cisplatin, trinuclear platinum compounds such as BBR3464 and DH6Cl have an altered spectrum of activity possibly because they form long-range adducts with DNA as against mainly intrastrand 1,2-bifunctional adducts formed by cisplatin and its analogues. Because of the labilizing effect associated with the trans-geometry, th...

A trinuclear platinum compound with a cis-geometry for the terminal metal centers coded as QH5 has been synthesized and investigated for activity against the human ovarian A2780, A2780(cisR) and A2780(ZD0473R) cancer cell lines. Cellular accumulation of platinum, level of platinum-DNA binding and nature of interaction of the compound with pBR322 pl...

SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION - Volume 30 Issue 1 - Peter C.B. Phillips, Jun Yu

Cancer sufferers are often found to use herbal products along with targeted therapy although not much information (whether beneficial or harmful) is available about the effects of such combinations. In this study, we investigated synergism from the combination of platinum drugs and a number of tumour-active phytochemicals including curcumin, epigal...

This paper develops a new hedonic method for constructing a real estate price index that utilizes all transaction price information that encompasses both single-sale and repeat-sale properties. The new method is less prone to specification errors than standard hedonic methods and uses all available data. Like the Case-Shiller repeat-sales method, t...

Ovarian cancer remains an on-going challenge mainly due to the development of drug resistance and also because the cancer is likely to have metastasized at the time of diagnosis. Currently, chemotherapy based on platinum drugs such as cisplatin is the primary treatment for the disease. Copper transporter 1 is involved in the transport of cisplatin...

This study uses a newly developed bubble detection method (Phillips, Shi and Yu, 2011) to identify real estate bubbles in the Hong Kong residential property market. Our empirical results reveal several positive bubbles in the Hong Kong residential property market, including one in 1995, a stronger one in 1997, another one in 2004, and a more recent...

Andrographolide (Andro) is a diterpenoid that is isolated from Andrographis paniculata and reported to be active against several cancer cell lines. However, few in-depth studies have been carried out on its effects on ovarian cancer cell lines alone or in combination with cisplatin (Cis), which is commonly used to treat ovarian cancer. The aim of t...

This article aims to provide some empirical guidelines for the practical implementation of right-tailed unit root tests, focusing on the recursive right-tailed ADF test of Phillips et al. (2011b). We analyze and compare the limit theory of the recursive test under different hypotheses and model specifications. The size and power properties of the t...

Information obtained from traditional use and scientific studies can help establish the value of honey in cancer treatment. Animal models and clinical trials with honey administered alone or in combination with other natural products or targeted therapy, are often difficult to interpret because honey contains major sugary and watery plant component...

This article aims to provide some empirical guidelines for the practical implementation of right-tailed unit root tests, focusing on the recursive right-tailed ADF test of Phillips et al. (2011b). We analyze and compare the limit theory of the recursive test under different hypotheses and model specifications. The size and power properties of the t...

In this article, we report the synthesis and the in vitro activity of trans-bis(2-methylimidazole)dichloroplatinum(II) (coded as DH4) and trans-(ammino)(2,3-diaminopyridine) dichloroplatinum(II) (coded as DH5) in the human ovarian tumour models. DH4 is less active than cisplatin against the parental A2780 cell line but more active than cisplatin ag...

Chemopreventative phytochemicals having antitumour and antioxidant properties can overcome problems of chemoresistance and nonspecific toxicity towards normal cells that are associated with platinum-based chemotherapy against cancer. These agents exert their effects by bringing into play numerous cellular proteins that in turn affect multiple steps...

In this study, synergism in activity from the sequenced combinations of three trans-palladiums (denoted as TH5, TH6 and TH7) with green tea polyphenol (-)-epigallocatechin-3-gallate (EGCG), as well as that with cisplatin, was investigated in a number of human ovarian tumour models as a function of sequence of administration. Cellular accumulation o...

As a part of our continued studies on trans-planaramineplatinum(II) complexes, we report here the synthesis and in vitro activity in the human ovarian tumour models of trans-(4-hydroxypyridine)(ammine)dichloroplatinum(II)] (coded as DH1). Although less active than cisplatin against the parent ovarian A2780 and the resistant A2780cisR and A2780ZD047...

The present study deals with the synthesis, characterization, and activity against human ovarian cancer cell lines A2780, A2780(cisR) , A2780(ZD0473R) , and SKOV-3 of three trans-planaraminepalladium(II) complexes of the form trans-PdL(2) Cl(2) , coded as EH1, EH3, and EH4, for which L=2-methylpyridine, imidazole, and 1,2-α-imidazopyridine, respect...

A conference co-hosted the School of Economics and the Sim Kee Boon Institute for Financial Economics at Singapore Management University (SMU) by July 14 15, 2008, honoring the contribution of Peter Phillips to econometrics and statistics, included various research papers covering two areas of Phillips's current research interests, nonstationary ti...

On July 14–15, 2008, the School of Economics and the Sim Kee Boon Institute for Financial Economics at Singapore Management University (SMU) co-hosted a conference honoring Peter Phillips’ contribution to econometrics and statistics in celebration of his 60th birthday. In total, 51 papers were presented by his colleagues and former students who dee...

A novel trinuclear platinum compound with a cis-geometry for terminal metal centres coded as QH1 has been synthesized, characterized and investigated for activity against the human ovarian A2780, A2780cisR and A2780ZD0473R cancer cell lines. The cellular accumulation of platinum, level of platinum-DNA binding and the nature of interaction of the co...

Although used in the clinic, the use of cisplatin has also been limited due to the presence of side effects and development of drug resistance [1, 2].Currently much research efforts are being applied in designing new platinum compounds that would violate classical structure-activity requirements of cisplatin in one way or another. The target compou...

Hypothesis testing using Bayes factors (BFs) is known to suffer from several problems in the context of latent variable models. The first problem is computational. Another problem is that BFs are not well defined under the improper prior. In this paper, a new Bayesian method, based on decision theory and the EM algorithm, is introduced to test a po...

THE ET INTERVIEW: A CONVERSATION WITH ERIC GHYSELS - Volume 28 Issue 1 - Peter C.B. Phillips, Jun Yu

Identifying and dating explosive bubbles when there is periodically collapsing behavior over time has been a major concern in the economics literature and is of great importance for practitioners. The complexity of the nonlinear structure inherent in multiple bubble phenomena within the same sample period makes econometric analysis particularly dif...

This paper overviews some recent advances on simulation-based methods of estimating time series models and asset pricing models that are widely used in finance. The simulation based methods have proven to be particularly useful when the likelihood function and moments do not have tractable forms and hence the maximum likelihood method (MLE) and the...

It is shown in this paper that the data augmentation technique undermines the theoretical underpinnings of the deviance information criterion (DIC), a widely used information criterion for Bayesian model comparison, although it facilitates parameter estimation for latent variable models via Markov chain Monte Carlo (MCMC) simulation. Data augmentat...

In this study, combinations of resveratrol with platinum drugs cisplatin and oxaliplatin were administered to human ovarian A2780, A2780(cisR) and A2780(ZD0473R) cell lines with the aim of offering a means of overcoming drug resistance. Cell viability was quantified using the 3-(4,5-Dimethyl-2-thiazolyl)-2,5-diphenyl-2H-tetrazolium bromide (MTT) re...

Unlabelled: We report the synthesis and in vitro activity of trans-bis-(2-hydroxypyridine)dichloroplatinum(II) (coded as DH3) in humour ovarian tumour models. The compound is less active than cisplatin against the parent cell line A2780 but more so against the cisplatin-resistant A2780(cisR) cell line, thus indicating that it is better able to ove...

Oxaliplatin (Oxa) is a third generation platinum drug currently in clinical use for the treatment against colorectal cancer. Although it has a somewhat different spectrum of activity than cisplatin (Cis), it too has two major limitations, namely problems of side-effects and drug resistance. In this study, combined drug action from the combination o...

Development of drug resistance and the presence of dose-limiting side-effects remain the two main problems in cancer chemotherapy. Combination of drugs with different mechanisms of action can offer a distinct advantage over monotherapy in overcoming drug resistance and reducing the side-effects. In this study synergism in activity from the combinat...

The development of drug resistance remains one of the major hurdles in cancer chemotherapy, particularly so for ovarian cancer. Combination of drugs acting synergistically in combination can offer a means of overcoming drug resistance. In this study, two tumour-active phytochemicals, quercetin and thymoquinone, were combined with two platinum drugs...

The widely used anticancer drug cisplatin (CS) is believed to cross the cell membrane by passive diffusion, carrier-mediated transport and pinocytosis. One carrier involved in the transport of CS into the cell is the copper transporter CTR1. However, CS is found to trigger the down-regulation of CTR1 and its proteasomal degradation. The proteasome...

Right-tailed unit root tests have proved promising for detecting exuberance in economic and financial activities. Like left-tailed tests, the limit theory and test performance are sensitive to the null hypothesis and the model specification used in parameter estimation. This paper aims to provide some empirical guidelines for the practical implemen...

Drug resistance remains an on-going challenge in ovarian cancer chemotherapy. The objective of this study was to determine the effect on synergism in activity from the sequenced combinations of cisplatin (Cis) with curcumin (Cur) and epigallocatechin-3-gallate (EGCG) in the human ovarian cancer cell lines. The drugs were added in binary combination...

A recursive test procedure is suggested that provides a mechanism for testing explosive behavior, date-stamping the origination and collapse of economic exuberance, and providing valid confidence intervals for explosive growth rates. The method involves the recursive implementation of a right-side unit root test and a sup test, both of which are ea...

A new trinuclear platinum compound [{trans-PtCl(NH(3))(2)}(2){trans-Pt(thiazole) (2)}{H(2)N(CH(2))(6)NH(2)}(2)]Cl(3) (NO(3)) has been synthesized and characterized. The activity of the compound against three human ovarian cancer cell lines A2780, A2780(cisR) and A2780(ZD0473R), its cell uptake and level of binding with DNA have been determined. JH5...