| Copula-based factor model for credit risk analysis MJ Lu, CYH Chen, WK Härdle Review of Quantitative Finance and Accounting 49, 949-971, 2017 | 14 | 2017 |
| Financial Risk Meter FRM based on expectiles R Ren, MJ Lu, Y Li, WK Härdle Journal of Multivariate Analysis 189, 104881, 2022 | 13* | 2022 |
| Hedging cryptos with Bitcoin futures F Liu, N Packham, MJ Lu, WK Härdle Quantitative Finance 23 (5), 819-841, 2023 | 4 | 2023 |
| Spectral Risk for Digital Assets MJ Lu, M Horváth, X Wang, WK Härdle Available at SSRN 4414080, 2023 | | 2023 |
| Adaptive order flow forecasting with multiplicative error models A Mihoci, CHA Ting, MJ Lu, K Khowaja Digital Finance 4 (1), 89-108, 2022 | | 2022 |
| 因子關聯結構模型應用於信用風險分析 MJ Lu 國立交通大學, 2017 | | 2017 |
| 探討 BS 模型分段模擬匯率波動性及適用性-以新台幣兌美元為例 MJ Lu 中央大學企業管理學系學位論文 2007, 1-75, 2007 | | 2007 |
| Hedging Cryptos with Bitcoin Futures Francis Liu Natalie Packham MJ Lu, WK Härdle | | |
