Change Point Analysis of Exchange Rates Using Bootstrapping Methods: An Application to the Indonesian Rupiah 2000 - 2008 (共著), Asia-Pacific Financial Markets, Volume 22, Number 3, pp 429-444, November 2015
LONG MEMORY IN AGGREGATE SQUARED GARCH(1,1) PROCESS (共著), The Journal Estadistica of the IASI, ESTADISTICA, vol. 65, 185, pp 39-64,2013
ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005(共著), Asia-Pacific Journal of Operational Research Vol. 27, No. 2 pp. 287-300, 2010
Jump Diffusion Model: An Application to the Japanese Stock Market, Koichi Maekawa, Sangyeol Lee, Takayuki Morimoto and Ken-ichi Kawai, Mathematics and Computers in Simulation Vol. 78, Issue 2-3, pp 223-236, 2008
Test for Parameter Change in ARIMA Models, SANGYEOL LEE, SIYUN PARK, KOICHI MAEKAWA, AND KEN-ICHI KAWAI, Communications in Statistics: Simulation and Computation, Vol. 35, 2, pp 429-439, 2006