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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| Extracting information from spot interest rates and credit ratings using double higher-order hidden markov models | Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S; Ng, Michael K | 2005 | — | 
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| On a multivariate Markov chain model for credit risk measurement | Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S; Ng, Micheal K | 2005 | — |
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| Risk measures and behaviors for bonds under stochastic interest rate models | Song, Na; Siu, Tak Kuen; Alavi Fard, Farzad; Ching, Wai-Ki; Fung, Eric S | 2012 | — |
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Author/Creator
- Siu, Tak-Kuen (2)
- Alavi Fard, Farzad (1)
- Ng, Michael K (1)
- Ng, Micheal K (1)
- Siu, Tak Kuen (1)
- Song, Na (1)
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