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Bu, R ORCID: 0000-0002-3947-3038, Li, Yuyi ORCID: 0000-0003-4415-942X and Jawadi, Fredj
(2018) A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures. Accepted in Econometric Reviews. Econometric Reviews.


Bu, Ruijun ORCID: 0000-0002-3947-3038, Jawadi, Fredj and Li, Yuyi ORCID: 0000-0003-4415-942X
(2017) An empirical comparison of transformed diffusion models for VIX and VIX futures. Journal of International Financial Markets, Institutions and Money, 46. 116 - 127.

This list was generated on Sun Nov 10 01:39:15 2019 GMT.