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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.