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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| Asset allocation under threshold autoregressive models | Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang | 2012 | — | 
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| Option pricing under threshold autoregressive models by threshold Esscher transform | Siu, Tak Kuen; Tong, Howell; Yang, Hailiang | 2006 |
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| On Bayesian value at risk : from linear to non-linear portfolios | Siu, Tak Kuen; Tong, Howell; Yang, Hailiang | 2004 | — |
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| On pricing derivatives under GARCH models : a dynamic Gerber-Shiu's approach | Siu, Tak Kuen; Tong, Howell; Yang, Hailiang | 2004 | — |
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Author/Creator
- Ching, Wa-Ki (1)
- Song, Na (1)
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