2006-08     LI, Haitao, Martin WELLS and Cindy YU

A Bayesian Analysis of Return Dynamics with Stochastic Volatility and Levy Jumps
(abstract pdf) (paper pdf)

2006-09     LI, Haitao, Martin WELLS and Cindy YU

Return Dynamics with Levy Jumps: Evidence from Stock and Option Prices
(abstract pdf) (paper pdf)

2008-01     YU, Cindy and Jason LEGG

A Calibration Experiment in a Longitudinal Survey with Errors-in-Variables
(abstract pdf) (paper pdf)