- The Empirical Foster-Hart Risk of the Global Banking Stock Market (with A. Anand, T. Kurosaki, and T. Li)
- Bessel Tempered Stable Processes: Theory and Modeling (with D.M. Chung)
- Multivariate Tempered Stable Model with Long-range Dependence and Time-varying Volatility.
- Quanto Option Pricing in the Presence of Fat Tails and Asymmetric Dependence (With S. Mittnik, J. Park, and J. Lee)
- Coherent Risk Measure and Normal Mixture Distributions (with X. Shi)
College of Business • Stony Brook University, Stony Brook, NY 11794-3775 • Phone: 631.632.7171 • Fax: 631.632.8181