Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence. - Qiying Wang; Yan-Xia Lin; Chandra Gulati (Adv. Decis. Sci., 2002)

Loss protection in pairs trading through minimum profit bounds: A cointegration approach. - Yan-Xia Lin; Michael McCrae; Chandra Gulati (Adv. Decis. Sci., 2006)