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- Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach vol.41, pp.2, 2014, https://doi.org/10.1080/02664763.2013.839129
- On geometric ergodicity of CHARME models vol.31, pp.3, 2010, https://doi.org/10.1111/j.1467-9892.2010.00651.x
- On geometric ergodicity of skewed—SVCHARME models vol.84, 2014, https://doi.org/10.1016/j.spl.2013.10.008
- Markov switching model of nonlinear autoregressive with skew-symmetric innovations vol.89, pp.4, 2019, https://doi.org/10.1080/00949655.2018.1563089