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Personal profile

Education/Academic qualification

Finance, PhD, The University of Queensland

Fingerprint Dive into the research topics where Di Bu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 4 Similar Profiles
Expected Shortfall Mathematics
Credit Risk Mathematics
Stochastic Volatility Mathematics
Spectral Decomposition Mathematics
Horizon Mathematics
Tail Mathematics
Jump Mathematics
Decomposition Engineering & Materials Science

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2018 2018

Political Corruption and Household Financial Risk Taking

Liao, Y., Bu, D. & Hanspal, T.

1/07/18 → …

Project: Research

Research Outputs 2014 2019

  • 3 Citations
  • 1 h-Index
  • 5 Article

CEO hometown ties and tax avoidance-evidence from China's listed firms

Shen, Y., Gao, D., Bu, D., Yan, L. & Chen, P., 1 Mar 2019, In : Accounting and Finance. 58, 5, p. 1549-1580 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Tax avoidance
China
Chief executive officer
Private firms
Resources

Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons

Bu, D., Liao, Y., Shi, J. & Peng, H., 2019, (Accepted/In press) In : Journal of Economic Dynamics and Control. 108, 15 p., 103753.

Research output: Contribution to journalArticleResearchpeer-review

Expected Shortfall
Spectral Decomposition
Horizon
Tail
Decomposition

A hybrid information approach to predict corporate credit risk

Bu, D., Kelly, S., Liao, Y. & Zhou, Q., Sep 2018, In : The Journal of Futures Markets. 38, 9, p. 1062-1078 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Reduced-form model
Credit risk
Maturity
Prediction error
Prediction

The importance of cash flow disclosure and cost of capital

Kent, R. A. & Bu, D., 26 Nov 2018, In : Accounting & Finance.

Research output: Contribution to journalArticleResearchpeer-review

Cash flow
Disclosure
Cost of capital
Equity
International accounting standards

Corporate credit risk prediction under stochastic volatility and jumps

Bu, D. & Liao, Y., Oct 2014, In : Journal of Economic Dynamics and Control. 47, p. 263-281 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Credit Risk
Stochastic Volatility
Jump
Prediction
Financial Crisis