Ruijun Bu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Nonparametric estimation of large spot volatility matrices for high-frequency financial data Econometric Theory	2026-04-20	Paper
Uniform and L_p convergences for nonparametric continuous time regressions with semiparametric applications Journal of Econometrics	2023-06-29	Paper
Specification analysis in regime-switching continuous-time diffusion models for market volatility Studies in Nonlinear Dynamics & Econometrics	2023-03-30	Paper
A multifactor transformed diffusion model with applications to VIX and VIX futures Econometric Reviews	2022-03-04	Paper
Diffusion copulas: identification and estimation Journal of Econometrics	2021-03-24	Paper
Macroeconomic fundamentals, jump dynamics and expected volatility Quantitative Finance	2020-12-07	Paper
A Bayesian approach to continuous type principal-agent problems European Journal of Operational Research	2019-10-15	Paper
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION Bulletin of Economic Research	2010-08-03	Paper
Maximum likelihood estimation of higher-order integer-valued autoregressive processes Journal of Time Series Analysis	2010-04-22	Paper
Estimating option implied risk‐neutral densities using spline and hypergeometric functions Econometrics Journal	2007-11-21	Paper

Research outcomes over time

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