Diagnosing shocks in stock markets of southeast Asia, Australia, and New Zealand. - W. S. Chan 001; W. N. Liu (Math. Comput. Simul., 2002)

Multiple forecasts with autoregressive time series models: case studies. - W. S. Chan 001; Siu Hung Cheung; K. H. Wu (Math. Comput. Simul., 2004)

A bivariate threshold time series model for analyzing Australian interest rates. - W. S. Chan 001; Siu Hung Cheung (Math. Comput. Simul., 2005)

Temporal aggregation of equity return time-series models. - W. S. Chan 001; Siu Hung Cheung; Li-Xin Zhang 001; K. H. Wu (Math. Comput. Simul., 2008)

Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes. - W. S. Chan 001; C. S. Wong; A. H. L. Chung (Math. Comput. Simul., 2009)

Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach. - J. S. H. Li; A. C. Y. Ng; W. S. Chan 001 (Math. Comput. Simul., 2011)

Stochastic life table forecasting: A time-simultaneous fan chart application. - J. S. H. Li; A. C. Y. Ng; W. S. Chan 001 (Math. Comput. Simul., 2013)

Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings. - Yuzhu Tian; Man-Lai Tang; Wai-Sum Chan 001; Maozai Tian (Comput. Stat., 2021)