Looking for Arbitrage or Term Structures in Frictional Markets. - Zhongfei Li; Kai W. Ng (WINE, 2005)

Model Risk in Var Estimation: an Empirical Study. - Jing Yao; Zhongfei Li; Kai W. Ng (Int. J. Inf. Technol. Decis. Mak., 2006)

Minimum variance unbiased estimation based on bootstrap iterations. - Kenny Y. F. Chan; Stephen M. S. Lee; Kai W. Ng (Stat. Comput., 2006)