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Bu, R, Assaf, Albert and Tsionas, Mike (2019) A Bayesian Approach to Continuous Type Principal-Agent Problems. European Journal of Operational Research.

Assaf, AG, Bu, R ORCID: 0000-0002-3947-3038 and Tsionas, MG (2020) A Bayesian approach to continuous type principal-agent problems. European Journal of Operational Research, 280 (3). pp. 1188-1192.

Bu, R ORCID: 0000-0002-3947-3038, Hadri, Kaddour and Kristensen, Dennis (2021) Diffusion Copulas: Identification and Estimation. Journal of Econometrics, 221 (2). pp. 616-643.

Bu, R ORCID: 0000-0002-3947-3038, Fu, X ORCID: 0000-0003-4254-6493 and Jawadi, F (2019) Does the Volatility of Volatility Risk Forecast Future Stock Returns? Journal of International Financial Markets, Institutions and Money, 61. pp. 16-36.

Bu, R ORCID: 0000-0002-3947-3038, Giet, L, Hadri, K and Lubrano, M (2011) Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations. Journal of Financial Econometrics, 9 (1). pp. 198-236.

Bu, R ORCID: 0000-0002-3947-3038, Jawadi, Fredj and Li, Yuyi (2020) A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures. Econometric Reviews, 39 (1). pp. 27-53.

Bu, R ORCID: 0000-0002-3947-3038, Cheng, J and Hadri, K (2017) Specification analysis in regime-switching continuous-time diffusion models for market volatility. Studies in Nonlinear Dynamics and Econometrics, 21 (1). pp. 65-80.

Bu, R ORCID: 0000-0002-3947-3038, Jawadi, F and Li, Y ORCID: 0000-0003-4415-942X (2017) An empirical comparison of transformed diffusion models for VIX and VIX futures. Journal of International Financial Markets, Institutions and Money, 46. 116 - 127.