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Number of items: 2.
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.