“Phillips-Solo Asymptotics for Continuous Time ARMA Processes Sampled in Discrete Time,” revised September 2025.

“Peer-to-Peer Lending, Natural Disasters and Consumer Welfare,” (with H Nejadghorban and K Baltas).

"Locally Exact Discrete Time Representations of Non-Linear Continuous Time Models" (with T Simos and M Tsionas).

"The Estimation of Continuous Time Systems with Unequally-Spaced Data: Discrete Time Representations and an Application to Job Vacancy Data" (with H Zhang).

"GLS Detrending in Continuous Time."

“A Modified Euler-Type Approximation Method for Flow Variables.”