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Number of items: 4.


Wang, Xiong, Li, Jingyao, Ren, Xiaohang, Bu, Ruijun ORCID: 0000-0002-3947-3038 and Jawadi, Fredj
(2023) Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. Energy Economics, 117. p. 106475.


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, 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.


Bu, Ruijun ORCID: 0000-0002-3947-3038, Jawadi, Fredj and Li, Yuyi ORCID: 0000-0003-4415-942X
(2019) A multifactor transformed diffusion model with applications to VIX and VIX futures. ECONOMETRIC REVIEWS.

This list was generated on Thu Jan 12 05:46:03 2023 GMT.