Ruijun Bu

University of Liverpool - Management School (ULMS)

Chatham Street

Liverpool, L69 7ZH

United Kingdom

SCHOLARLY PAPERS

3

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44

SSRN CITATIONS
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Top 5,500

in Total Papers Citations

163

CROSSREF CITATIONS

82

Scholarly Papers (3)

The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

Number of pages: 44 Posted: 01 May 2019 Last Revised: 08 Jul 2021
University of Liverpool - Management School (ULMS), University of Liverpool - Management School (ULMS), Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 41 (517,338)

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Volatility Forecasting, Jump Measures, Business Sampling, Calendar Sampling, Market Microstructure Noise, Model Averaging

2.

Testing for Stationarity in Heterogeneous Panel Data in the Case of Model Misspecification

Bulletin of Economic Research, Vol. 62, Issue 3, pp. 209-225, July 2010
Number of pages: 17 Posted: 21 Jun 2010
Yao Rao, Kaddour Hadri and Ruijun Bu
The University of Liverpool, Queen's University Belfast and University of Liverpool - Management School (ULMS)
Downloads 2 (765,018)
Citation 167
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3.

Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes

Journal of Time Series Analysis, Vol. 29, Issue 6, pp. 973-994, November 2008
Number of pages: 22 Posted: 27 Oct 2008
University of Liverpool - Management School (ULMS), University of Liverpool - Management School (ULMS) and Durham Business School
Downloads 1 (776,594)
Citation 1
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