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Long memory and asymmetry for matrix-exponential dynamic correlation processes
Asai, Manabu; So, Mike Ka-pui - In: Journal of time series econometrics 7 (2015) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10010510043
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui; Li, Raymond W. M.; Asai, Manabu; Jiang, Yue - In: Journal of forecasting 36 (2017) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
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Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time ‐varying correlations
Chen, Cathy W. S.; Than‐Thi, Hong; So, Mike Ka-pui; … - In: Applied Stochastic Models in Business and Industry 35 (2019) 6, pp. 1301-1321
Persistent link: https://www.econbiz.de/10012272490
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Statistical disclosure control for continuous variables using an extended skew‐t copula
Chu, Amanda M. Y.; Ip, Chun Yin; Lam, Benson S. Y.; So, … - In: Applied Stochastic Models in Business and Industry 38 (2021) 1, pp. 96-115
Persistent link: https://www.econbiz.de/10012808129
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On the predictive power of network statistics for financial risk indicators
Song, Jianhua; Zhang, Zhepei; So, Mike Ka-pui - In: Journal of international financial markets, … 75 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10012820403
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Statistical inference for conditional quantiles in nonlinear time series models
So, Mike Ka-pui; Chung, Ray S. W. - In: Journal of econometrics 189 (2015) 2, pp. 457-472
Persistent link: https://www.econbiz.de/10011504625
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Applying the randomized response technique in business ethics research : the misuse of information systems resources in the workplace
Chu, Amanda M. Y.; So, Mike Ka-pui; Chung, Ray S. W. - In: Journal of business ethics : JOBE 151 (2018) 1, pp. 195-212
Persistent link: https://www.econbiz.de/10011902951
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Evidence of stock returns and abnormal trading volume : a threshold quantile regression approach
Chen, Cathy W. S.; So, Mike Ka-pui; Chiang, Thomas C. - In: The Japanese economic review : the journal of the … 67 (2016) 1, pp. 96-124
Persistent link: https://www.econbiz.de/10011720775
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Impacts of the COVID-19 pandemic on financial market connectedness
So, Mike Ka-pui; Chu, Amanda M. Y.; Chan, Thomas W. C. - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490963
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Empirical analysis of bitcoin prices using threshold time series models
Guzman, Rodolfo Angelo Magtanggol III de; So, Mike Ka-pui - In: Annals of financial economics 13 (2018) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10011984103