Publications
- "Change-point
Estimation
of Nonstationary
I(d) Process," Economics Letters,
98, 115-121, 2008
(joint with Chung-Ming
Kuan). [link]
- "Assessing
Value
at Risk with
CARE, the Conditional AutoRegressive Expectile Models," Journal
of Econometrics,
150, 261-270, 2009 (joint with Chung-Ming
Kuan and Jin-Huei
Yeh). [link]