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Subset threshold autoregression
So, Mike Ka-pui; Chen, Cathy W. S. - In: Journal of forecasting 22 (2003) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10001737081
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A Bayesian threshold nonlinearity test for financial time series
So, Mike Ka-pui; Chen, Cathy W. S.; Chen, Ming-tien - In: Journal of forecasting 24 (2005) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10002569984
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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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Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.; So, Mike Ka-pui; Lin, Edward M. H. - In: Journal of forecasting 28 (2009) 8, pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
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A threshold factor multivariate stochastic volatility model
So, Mike Ka-pui; Ts'ai, Cheng-jen - In: Journal of forecasting 28 (2009) 8, pp. 712-735
Persistent link: https://www.econbiz.de/10003918208
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Dynamic relationship among intraday realized volatility, volume and number of trades
Hatrick, Kerr; So, Mike Ka-pui; Chung, Ray S. W.; Deng, … - In: Asia-Pacific financial markets 18 (2011) 3, pp. 291-317
Persistent link: https://www.econbiz.de/10009303052
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Forecasting intraday volatility and value-at-risk with high-frequency data
So, Mike Ka-pui; Xu, Rui - In: Asia-Pacific financial markets 20 (2013) 1, pp. 83-111
Persistent link: https://www.econbiz.de/10009718871
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Applying the randomized response technique to elicit truthful responses to sensitive questions in IS research : the case of software piracy behavior
Kwan, Samuel S. K.; So, Mike Ka-pui; Tam, Kar Y. - In: Information systems research : ISR 21 (2010) 4, pp. 941-959
Persistent link: https://www.econbiz.de/10008823650
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On a threshold heteroscedastic model
Chen, Cathy W. S.; So, Mike Ka-pui - In: International journal of forecasting 22 (2006) 1, pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
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Empirical analysis of GARCH models in value at risk estimation
So, Mike Ka-pui; Yu, Philip L. H. - In: Journal of international financial markets, … 16 (2006) 2, pp. 180-197
Persistent link: https://www.econbiz.de/10003300803