Zhang, Z. (2007).  "Quotient correlation: a sample based alternative to Pearson's correlation".
  Annals of Statistics, to appear.
Heffernan, J. E., Tawn, J. A., and Zhang, Z. (2007). "Asymptotically (in)dependent multivariate  maxima of moving maxima processes."
  Extremes, to appear.
Zhang, Z. and Shinki, K. (2006). "Extreme co-movements and extreme impacts in high frequency data in finance."
  Journal of Banking and Finance, 31, 1399-1415.
Zhang, Z. and Huang, J. (2006). "Extremal financial risk model and portfolio evaluation."
 Computational Statistics and Data Analysis, 51, 2313-2338.
Zhang, Z. (2006). "The estimation of M4 processes with geometric moving patterns''.
 Ann. Instit. Stat. Math.
Zhang, Z. (2005).  "A new class of tail-dependent time series models and its  applications in financial time series.'' 
 Advances in Econometrics, 20(B), 323-358.
Zhang, Z. and Smith, R.L. (2004). "The behavior of multivariate maxima of moving maxima processes''.
 Journal of Applied Probability,  41, 1113-1123.

Barrett, B., Harahan, B., Brown, D.   Zhang, Z., and Brown, B. (2006). "Sufficiently important difference for common cold: Severity reduction." 
 Annals of Family Medicine, to appear.
Gao, F., Xiong, C., Yan, Y., Yu, K. and Zhang, Z. (2006). "Estimating optimum linear combination of multiple correlated diagnostic tests at a fixed specificity with Receiver Operating Characteristic Curves."   
 Journal of Data Science, to appear.
Xiong, C., Yu, K., Gao, F., Yan, Y. and Zhang, Z. (2005). "Statistical power and sample size determination  for clinical trials with multiple primary endpoints-application to Alzheimer's disease".
 Clinical Trial, 2: 387-393, 2005.