Manuscripts and Citation
- "Threshold Model with Multiple Threshold Variables and Application
to Financial Crises" with Isabel Yan
- Applied Economics (2007, 2006, 2005)
- Applied Economics Letters (2006)
- Automation and Remote Control (2005)
- Communication in Statistics-Simulation (2001)
- Computational Statistics & Data Analysis (2007)
- Computing in Economics and Finance (2002)
- Econometric Theory (2003, 2001, 1997)
- Econometrica (1998)
- Econometrics Journal (2007, 2006, 2004, 2003, 2001)
- Economic Modelling (2005)
- Economics Bulletin (2006)
- Economics Letters (2007, 2004, 2001, 1995)
- Emerging Markets Finance and Trade (2005)
- Human Movement Science (2004)
- International Economics and Finance Journal (2006)
- Japan and the World Economy (2006)
- Journal of Banking and Finance (2008)
- Journal of Business and Economic Statistics (2008)
- Journal of Econometrics (2005, 1999)
- Journal of Economic Perspectives (2001)
- Journal of Hydraulic Engineering (2004)
- Journal of International Financial Markets, Institutions and Money (2009)
- Journal of Multinational Financial Management (2008)
- Journal of Multivariate Analysis (2004)
- " Lithuanian Mathematical Journal (2007)
- Oxford Bulletin of Economics and Statistics (2005)
- Palgrave Handbook of Econometrics (2005)
- Physica A (2006)
- Proteomics (2008)
- Southern Economic Journal (2008)
- Statistica Sinica (2007)
- Statistical Papers (2001)
- Studies in Nonlinear Dynamics and Econometrics (2007)
- The Econometric Modelling of Financial Time Series (2008)
- The Technical Analyst (2004)
Last updated : 5/7/14
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WebMaster@econ.cuhk.edu.hk