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Bu, Ruijun ORCID: 0000-0002-3947-3038, Cheng, Jie and Hadri, Kaddour
(2016) Reducible diffusions with time-varying transformations with application to short-term interest rates. ECONOMIC MODELLING, 52. pp. 266-277.


Bu, Ruijun ORCID: 0000-0002-3947-3038, Cheng, Jie and Jawadi, Fredj
(2022) A latent-factor-driven endogenousregime-switching non-Gaussianmodel: Evidence from simulation and application. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 27 (4). pp. 3881-3896.

This list was generated on Sat Sep 2 18:24:00 2023 BST.