Functional coefficient seasonal time series models with an application of Hawaii tourism data. - Xialu Liu; Zongwu Cai; Rong Chen (Comput. Stat., 2015)

NTS: An R Package for Nonlinear Time Series Analysis. - Xialu Liu; Rong Chen; Ruey S. Tsay (R J., 2020)

Improving estimation of portfolio risk using new statistical factors. - Xialu Liu; John B. Guerard Jr.; Rong Chen; Ruey S. Tsay (Ann. Oper. Res., 2025)