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Linear nonstationary models : a review of the work of Professor P. C. B. Phillips
Tanaka, Katsuto, (2014)
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei, (2015)
Testing for threshold diffusion
Su, Fei, (2017)
A note on transforming PDEs to ODEs
Alghalith, Moawia, (2015)
New methods of estimating volatility and returns : revisited ; invited editorial
Alghalith, Moawia, (2012)
Optimal portfolio control with unknown horizon