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 Liu, H.K., Wang, Y.K., Huang, I.C., & Sun, L.H. (2024). Formulas for pricing American VIX options under the generalized mixture volatility models. Communications in Statistics-Simulation and Computation, 1-21. 

 Sun, L.H., Wang, Y.K., Liu, L.H., Emura, T., & Chiu, C.Y. (2025).  Change point estimation for Gaussian time series data with copula-based Markov chain models. Computational Statistics, 40, 1541-1581. 

 Wang, Y.K., Liu, N.L., Lu, H.J., Chiu, C.Y., & Sun, L.H. (2025). Change-Point Estimation in Count Time Series via a Copula-Based Markov Model. (Accepted for Japanese Journal of Statistics and Data Science.)