- Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings (joint with Suhejla Hoti and Felix Chan)
- Nanotechnology Strength Indicators: International Rankings Based on US Patents (joint with Dora Marinova); to appear in Nanotechnology 14 (2003), Institute of Physics Publishing.
- Environmental Technology Strengths: International Rankings Based on US Patent Data (joint with Dora Marinova)
- Country Risk Ratings: An International Comparison (joint with Suhejla Hoti)
- Modelling Non-Ferrous Metal Markets (joint with Clinton Watkins)
- Monetary Integration and Contagion (jointi with Jason Chee Wei Nam)
- An Econometric Analysis of Asymmetric Volatility: Theory and Application to Patents (joint with Felix Chan and Dora Marinova); to appear in Journal of Econometrics.
- Asymptotic Theory for a Vector ARMA-GARCH Model (joint with Shiqing Ling); to appear in Econometric Theory, 19, 2003, 278-308, Cambridge University Press.
- Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers (joint with Felix Chan); to appear in Applied Financial Economics.
- On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors (joint with Shiqing Ling); to appear in Annals of Statistics.
- Regression Quantiles for Unstable Autoregressive Models (joint with Shiqing Ling); to appear in Journal of Multivariate Analysis.
- Ecologically Sustainable Tourism Management (joint with Christine Lim)
- Estimation and Testing for Unit Root Processes with GARCH(1, 1) Errors: Theory and Monte Carlo Evidence (joint with Shiqing Ling and W. K. Li); to appear in Econometric Reviews.
- Modelling Trends and Volatility in Ecological Patents in the USA (joint with Dora Marinova); to appear in Environmental Modelling and Software.
- Modelling the Asymmetric Volatility of Electronic Patents in the USA (joint with Felix Chan and Dora Marinova); to appear in Mathematics and Computers in Simulation.
- Input-output Structure and Growth in China (joint with Baiding Hu); to appear in Mathematics and Computers in Simulation.
- Volatility Models of Currency Futures in Developed and Emerging Markets (joint with John M. Sequeira and Pang Chia Chiat); to appear in Mathematics and Computers in Simulation.
- Fat Tails and Asymmetry in Financial Volatility Models (joint with Peter Verhoeven); to appear in Mathematics and Computers in Simulation.
- Asian Monetary Integration: A Structural VAR Approach (joint with Zhaoyong Zhang and Kiyotaka Sato); to appear in Mathematics and Computers in Simulation.
- Recent Theoretical Results for Time Series Models with GARCH Errors (joint with W. K. Li and Shiqing Ling); Published in Journal of Economic Surveys, 16, pp. 245-269. Reprinted in M. McAleer and L. Oxley (eds.), Contributions to Financial Econometrics: Theoretical and Practical Issues, Blackwell, Oxford, 2002, pp. 9-33.
- Pricing of Non-ferrous Metals Futures on the London Metal Exchange (joint with Clinton Watkins)
- Modelling International Travel Demand from Singapore to Australia (joint with Christine Lim)
- Recursive Modelling of Symmetric and Asymmetric Volatility in the Presence of Extreme Observations (joint with Hock Guan Ng); to appear in International Journal of Forecasting.
- The Effects of Outliers and Model Misspecification on Recursive Modelling of Vulatility (joint with Hock Guan Ng); to appear in Systems Analysis Modelling Simulation.
- Asymptotic properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors (joint with Zonglu He and Koichi Maekawa); to appear in Japanese Economic Review.
- On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models (joint with Felix Chan)
- Patent Activity and Technical Change (joint with Robert L. Basmann and Daniel Slottje); to appear in Journal of Econometrics.
- Convergence and Catching Up in ASEAN: A Comparative Analysis (joint with Lee Kian Lim)
