| Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes R Bu, B McCabe, K Hadri Journal of time series analysis 29 (6), 973-994, 2008 | 86 | 2008 |
| Model selection, estimation and forecasting in INAR (p) models: a likelihood-based Markov chain approach R Bu, B McCabe International Journal of Forecasting 24 (1), 151-162, 2008 | 70 | 2008 |
| Estimating option implied risk‐neutral densities using spline and hypergeometric functions R Bu, K Hadri The Econometrics Journal 10 (2), 216-244, 2007 | 64 | 2007 |
| Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions X Wang, J Li, X Ren, R Bu, F Jawadi Energy Economics 117, 106475, 2023 | 43 | 2023 |
| Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations R Bu, L Giet, K Hadri, M Lubrano Journal of Financial Econometrics 9 (1), 198-236, 2011 | 26 | 2011 |
| What affects the relationship between oil prices and the US stock market? A mixed-data sampling copula approach Y Gong, R Bu, Q Chen Journal of Financial Econometrics 20 (2), 253-277, 2022 | 17 | 2022 |
| Macroeconomic fundamentals, jump dynamics and expected volatility Z Pan, R Bu, L Liu, Y Wang Quantitative Finance 20 (8), 1345-1371, 2020 | 16 | 2020 |
| Does the volatility of volatility risk forecast future stock returns? R Bu, X Fu, F Jawadi Journal of International Financial Markets, Institutions and Money 61, 16-36, 2019 | 13 | 2019 |
| Modeling extreme risk spillovers between crude oil and Chinese energy futures markets X Ren, Y Li, X Sun, R Bu, F Jawadi Energy Economics 126, 107007, 2023 | 10 | 2023 |
| Specification analysis in regime-switching continuous-time diffusion models for market volatility R Bu, J Cheng, K Hadri Studies in Nonlinear Dynamics & Econometrics 21 (1), 65-80, 2017 | 9 | 2017 |
| Are financial returns really predictable out-of-sample?: Evidence from a new bootstrap test L Liu, R Bu, Z Pan, Y Xu Economic Modelling 81, 124-135, 2019 | 8 | 2019 |
| An empirical comparison of transformed diffusion models for VIX and VIX futures R Bu, F Jawadi, Y Li Journal of International Financial Markets, Institutions and Money 46, 116-127, 2017 | 7 | 2017 |
| Testing for stationarity in heterogeneous panel data in the case of model misspecification Y Rao, K Hadri, R Bu Bulletin of Economic Research 62 (3), 209-225, 2010 | 7 | 2010 |
| The contribution of jump signs and activity to forecasting stock price volatility R Bu, R Hizmeri, M Izzeldin, A Murphy, M Tsionas Journal of Empirical Finance 70, 144-164, 2023 | 6 | 2023 |
| Reducible diffusions with time-varying transformations with application to short-term interest rates R Bu, J Cheng, K Hadri Economic Modelling 52, 266-277, 2016 | 6 | 2016 |
| A Bayesian approach to continuous type principal-agent problems AG Assaf, R Bu, MG Tsionas European Journal of Operational Research 280 (3), 1188-1192, 2020 | 5 | 2020 |
| Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data R Bu, D Li, O Linton, H Wang Faculty of Economics, University of Cambridge, 2022 | 4 | 2022 |
| Essays in financial econometrics and time series analysis R Bu University of Liverpool, 2006 | 4 | 2006 |
| Diffusion copulas: identification and estimation R Bu, K Hadri, D Kristensen Journal of Econometrics 221 (2), 616-643, 2021 | 2 | 2021 |
| A latent‐factor‐driven endogenous regime‐switching non‐gaussian model: evidence from simulation and application R Bu, J Cheng, F Jawadi International Journal of Finance & Economics 27 (4), 3881-3896, 2022 | 1 | 2022 |
Kaddour HadriEmeritus Professor of Economics, Queen's University BelfastVerified email at qub.ac.uk
