1. Chan, N.H., Peng, L. and Zhang, D. (2011). Empirical likelihood based confidence intervals for conditional variance in heteroskedastic regression models. Econometric Theory 27, 154-177.
2. Chan, N.H. and Ng, C.T. (2011). A note on the asymptotic inference for FIGARCH(p,d,q) models.  Statistics and Its Interface 4, 227-233.
3. Chan, N.H. and Ing, C.K. (2011). Uniform moment bounds of Fisher's information with applications to time series. Annals of Statistics 39, 1526-1550.
4. Chan, N.H. and Kutoyants, Y. (2012). On parameter estimations of threshold autoregressive models.  Statistical Inference for Stochastic Processes 15, 81-104.
5. Zhang, R.M. and Chan, N.H. (2012). Maximum likelihood estimation for nearly nonstationary autoregressive processes.  J. Time Series Analysis 33, 542-553.
6. Chan, N.H., Wong, H.Y. and Zhao, J. (2012). A structural model for credit migration.  Computational Statistics and Data Analysis 56, 3477-3490.
7. Chan, N.H., Li, D. and Peng, L. (2012). Toward a unified interval estimation of autoregressions.  Econometric Theory 28, 705-717.
8. Buchmann, B. and Chan, N.H. (2013). Unified asymptotic theory for nearly unstable AR(p) processes. Stochastic Processes and Their Applications 123, 952-985.
9. Chan, N.H. and Zhang, R.M. (2013). Nonstationary autoregressive processes with infinite variance.  J. Time Series Analysis 34, in press.
10. Chan, N.H. and Zhang, R.M. (2013). Marked empirical processes for non-stationary time series.  Bernoulli 19, in press.

 Books

    Chan, N.H. (2002).  Time Series:  Applications to Finance.  Wiley, New York.

    Chan, N.H. (2004). 風險管理精義
    明報出版社, 香港 / 中國統計出版社 (2006)

    Chan, N.H. (2004).  時間序列 與 金融數據分析
    中國統計出版社
        
    Chan, N.H. and Wong H.Y. (2006). Simulation Techniques in Financial Risk Management.  Wiley, New York.

    Chan, N.H. and Leung, P.L. (2006).  R軟件操作入門
    中國統計出版社

    Chan, N.H. (2010).  Time Series:  Applications to Finance with R and S-Plus(R), 2nd Edition.  Wiley, New York.