1. Diffusion copulas: Identification and estimation. (2021). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun.
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2. Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients. (2021). Yang, Maosong ; Wang, Yanxia ; Liu, YI ; Gao, Xiangyu.
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3. Diffusion Copulas: Identification and Estimation. (2020). Hadri, Kaddour ; Kristensen, Dennis ; Bu, Ruijun.
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4. Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun.
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5. A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures. (2018). Li, Yuyi ; Jawadi, Fredj ; Bu, Ruijun.
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6. Pricing exotic options in a regime switching economy: a Fourier transform method. (2018). Hieber, Peter.
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   RePEc:kap:revdev:v:21:y:2018:i:2:d:10.1007_s11147-017-9139-1.

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7. Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun.
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8. Specification analysis in regime-switching continuous-time diffusion models for market volatility. (2017). Ruijun, BU ; Kaddour, Hadri ; Jie, Cheng .
   In: Studies in Nonlinear Dynamics & Econometrics.
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9. Reducible diffusions with time-varying transformations with application to short-term interest rates. (2016). Hadri, Kaddour ; Bu, Ruijun ; Cheng, Jie.
   In: Economic Modelling.
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10. Explicit form of approximate transition probability density functions of diffusion processes. (2015). Choi, Seungmoon.
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11. Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates. (2014). Hadri, Kaddour ; Bu, Ruijun ; Cheng, Jie.
    In: Economics Working Papers.
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12. Exact solutions for the transient densities of continuous-time Markov switching models: With an application to the poisson multifractal model. (2013). Lux, Thomas.
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13. Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices. (2013). Weron, Rafał ; Janczura, Joanna.
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14. Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions. (2013). Choi, Seungmoon.
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15. Inference for Markov-regime switching models of electricity spot prices. (2012). Weron, Rafał ; Janczura, Joanna.
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16. Conditional Markov regime switching model applied to economic modelling.. (2012). Goutte, Stéphane.
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17. Continuous time regime switching model applied to foreign exchange rate.. (2012). ZOU, Benteng ; Goutte, Stéphane.
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18. Goodness-of-fit testing for the marginal distribution of regime-switching models. (2011). Weron, Rafał ; Janczura, Joanna.
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19. Foreign exchange rates under Markov Regime switching model. (2011). ZOU, Benteng ; Goutte, Stéphane.
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20. Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions. (2011). Choi, Seungmoon.
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21. Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals. (2009). Belanger, A. C. ; Forsyth, P. A. ; Labahn, G..
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1. The Economic Impact of Oil on Industry Portfolios. (2013). Casassus, Jaime ; Higuera, Freddy .
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2. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
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3. Yield curve in an estimated nonlinear macro model. (2009). Doh, Taeyoung.
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4. A Simple Model of the Nominal Term Structure of Interest Rates. (2008). Wirjanto, Tony ; Choi, Yougsoo.
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5. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
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6. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
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7. On the Generalized Brownian Motion and its Applications in Finance. (2008). Schiemert, Daniel ; Frederiksen, Per ; Hog, Esben .
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8. Zero bound, option-implied PDFs, and term structure models. (2008). Kim, Don H..
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9. Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing. (2008). Lebedinsky, Alex .
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10. Econometric Asset Pricing Modelling.. (2008). Pegoraro, Fulvio ; Monfort, Alain ; Bertholon, H..
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11. Extended-Gaussian Term Structure Models and Credit Risk Applications. (2007). Realdon, Marco.
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12. A Two Factor Black-Karasinski Credit Default Swap Pricing Model (forthcoming in the Icfai Journal of Derivatives Markets, Vol IV, No 4, October 2007; all copyrights rest with the Icfai University Pres. (2007). Realdon, Marco.
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13. Calibration and Pricing in a Multi-Factor Quadratic Gaussian Model. (2007). Nikitopoulos-Sklibosios, Christina ; Assefa, Samson ; Bruti-Liberati, Nicola ; Platen, Eckhard.
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14. The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
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15. The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models. (2007). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
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16. Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices. (2007). Gabaix, Xavier.
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17. Semi-analytical MBS Pricing. (2007). Rom-Poulsen, Niels .
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18. Complex Times: Asset Pricing and Conditional Moments under Non-affine Diffusions. (2007). Kimmel, Robert L..
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19. The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value. (2007). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
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20. Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options. (2007). Kim, Don H.
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21. Switching VARMA Term Structure Models - Extended Version.. (2007). Pegoraro, Fulvio ; Monfort, Alain.
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22. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models. (2007). Benzoni, Luca ; Andersen, Torben.
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23. Equity Valuation Under Stochastic Interest Rates. (2006). Realdon, Marco.
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24. Quadratic Term Structure Models in Discrete Time. (2006). Realdon, Marco.
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25. The Fractional OU Process: Term Structure Theory and Application. (2006). Hoeg, Esben.
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26. The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application. (2006). Hog, Espen P. ; Frederiksen, Per H..
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27. Modelling Term-Structure Dynamics for Risk Management: A Practitioners Perspective. (2006). Bolder, David.
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28. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
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29. ESTIMATING SINGLE FACTOR JUMP DIFFUSION INTEREST RATE MODELS. (2005). Sorwar, Ghulam.
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30. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates. (2005). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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31. Taking Positive Interest Rates Seriously. (2004). Wu, Liuren ; Pan, Enlin.
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32. Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Szimayer, Alexander ; Junker, Markus.
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33. General Quadratic Term Structures of Bond, Futures and Forward Prices. (2004). Gaspar, Raquel.
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34. Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?. (2004). LI, HAITAO ; Jarrow, Robert ; Zhao, Feng.
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35. Nonlinearity in the Term Structure. (2004). Kim, Dong Heon.
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38. Credit Risk Modeling and the Term Structure of Credit Spreads. (2003). Chen, Li.
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39. Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates. (2003). Chen, Li.
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40. Parametric Estimation of Quadratic Term Structure Models of Interest Rates. (2003). Chen, LI ; Poor, Vincent H..
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41. Time-Consistent No-Arbitrage Models of the Term Structure. (2003). Yaron, Amir ; Brandt, Michael W..
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42. How to Discount Cashflows with Time-Varying Expected Returns. (2003). LIU, JUN ; Ang, Andrew.
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43. Evaluating an Alternative Risk Preference in Affine Term Structure Models. (2003). Duarte, Jefferson., .
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44. Regime-shifts, risk premiums in the term structure, and the business cycle. (2003). Zhou, Hao ; Tauchen, George ; Bansal, Ravi.
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45. Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility. (2003). Scaillet, Olivier.
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47. Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus.
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48. Which Model for the Italian Interest Rates?. (2002). Renò, Roberto ; Castaldi, Carolina ; M. Gentile, R. Reno, ; Dosi, Giovanni.
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49. An Econometric Model of the Yield Curve with Macroeconomic Jump Effects. (2001). Piazzesi, Monika.
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