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Number of items: 2.
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, 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.