//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Bu, Ruijun"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Volatility
11
Volatilität
11
Estimation theory
9
Schätztheorie
9
Estimation
8
Schätzung
8
Börsenkurs
6
Forecasting model
6
Prognoseverfahren
6
Share price
6
Stochastischer Prozess
5
Theorie
5
Theory
5
Capital income
4
Innovation diffusion
4
Innovationsdiffusion
4
Kapitaleinkommen
4
Multivariate Verteilung
4
Multivariate distribution
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Markov chain
3
Markov-Kette
3
Oil price
3
Transformation model
3
Ölpreis
3
Aktienmarkt
2
Analysis
2
Cointegration
2
Interest rate
2
Kointegration
2
Market microstructure
2
Marktmikrostruktur
2
Mathematical analysis
2
Maximum likelihood estimation
2
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
1
Non-commercial literature
1
Language
All
English
5
Author
All
Bu, Ruijun
5
Cheng, Jie
2
Hadri, Kaddour
2
Jawadi, Fredj
2
Giet, Ludovic
1
Li, Degui
1
Li, Yuyi
1
Linton, Oliver
1
Lubrano, Michel
1
Wang, Hanchao
1
more ...
less ...
Published in...
All
Cambridge working papers in economics
1
Econometric reviews
1
Economic modelling
1
International journal of finance & economics : IJFE
1
Janeway Institute working paper series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
Saved in:
2
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
3
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
4
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
5
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->