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Bu, R ORCID: 0000-0002-3947-3038, Jawadi, Fredj and Li, Yuyi ORCID: 0000-0003-4415-942X
(2020) A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures. Econometric Reviews, 39 (1). 27 - 53.


Bu, Ruijun ORCID: 0000-0002-3947-3038, Cheng, Jie and Jawadi, Fredj
(2020) A latent-factor-driven endogenousregime-switching non-Gaussianmodel: Evidence from simulation and application. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS.


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.

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