-
Applied
Economics, 2006
- Applied Financial Economics, 2009, 2008, 2006
- Asian Economic Journal, 2006
-
Communication
in Statistics: Simulation and Computation, 2000
-
Econometric Reviews, 2008
-
Econometric
Theory, 2007, 1998. 1995
- Econometrics Journal,
2006
- Economic Inquiry, 2007
- Economic Modelling, 2010,
2006
- Emerging Markets Finance and
Trade, 2005
- Global Finance Journal, 2008
- IEEE Signal Processing
Letters, 2005
- IEEE Transactions on Signal
Processing, 2004
- Higher Education, 2009
- Journal of Applied Statistics, 2009
-
Journal
of Banking and Finance, 2009, 2007
-
Journal
of Business and Economic Statistics, 2004
-
Journal of Business Research, 2010
-
Journal of Comparative Economics, 2010
- Journal of Computational Statistics
and Data Analysis, 2008, 2005
- Journal of Development Economics, 2007
- Journal of Econometrics,
2008a, 2008b, 2002
- Journal of International
Financial Markets, Institutions & Money, 2007
-
Journal
of Multivariate Analysis, 2008, 2001
-
Journal of Socio-Economics, 2010
- Labuan Bulletin of International
Business and Finance, 2005
- Pacific-Basin Finance Journal, 2005
-
Pacific
Economic Review, 2005, 2004, 2001, 1998, 1996
-
Quantitative Finance, 2010, 2009
-
Statistica
Sinica, 2008, 2005, 2002, 2001, 1999
- Studies in Nonlinear Dynamics & Econometrics, 2008, 2005