Ruijun Bu

Available identifiers

zbMath Open bu.ruijunMaRDI QIDQ2327650

List of research outcomes

Publication	Date of Publication	Type
Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications	2023-06-29	Paper
Specification analysis in regime-switching continuous-time diffusion models for market volatility	2023-03-30	Paper
A multifactor transformed diffusion model with applications to VIX and VIX futures	2022-03-04	Paper
Diffusion copulas: identification and estimation	2021-03-24	Paper
Macroeconomic fundamentals, jump dynamics and expected volatility	2020-12-07	Paper
A Bayesian approach to continuous type principal-agent problems	2019-10-15	Paper
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION	2010-08-03	Paper
Maximum likelihood estimation of higher-order integer-valued autoregressive processes	2010-04-22	Paper
Estimating option implied risk‐neutral densities using spline and hypergeometric functions	2007-11-21	Paper

Research outcomes over time

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