Authors:
Author: Bu, Ruijun
Jawadi, Fredj
Li, Yuyi
Citation: Author: Bu, Ruijun et al., A multifactor transformed diffusion model with applications to VIX and VIX futures, Econometric reviews , 39(1), 2020, pp. 27-53
Authors:
Hall, Alastair R
Li, Yuyi
Orme, Chris D
Sinko, Arthur
Citation: R. Hall, Alastair et al., Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach, Econometric reviews , 34(3), 2015, pp. 286-327