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Mike K. P. So
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2020 – today
- 2023
- [j25]Kai Y. K. Wang
, Cathy W. S. Chen
, Mike K. P. So
:
Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. Comput. Stat. Data Anal. 182: 107702 (2023) - 2022
- [j24]Amanda M. Y. Chu, Chun Yin Ip, Benson S. Y. Lam, Mike K. P. So
:
Vine copula statistical disclosure control for mixed-type data. Comput. Stat. Data Anal. 176: 107561 (2022) - [j23]Guangrui Li, Mike K. P. So
, Kar Yan Tam
:
Identifying the Big Shots - A Quantile-Matching Way in the Big Data Context. ACM Trans. Manag. Inf. Syst. 13(2): 19:1-19:30 (2022) - 2021
- [j22]Manabu Asai
, Mike K. P. So
:
A simulation smoother for long memory time series with correlated and heteroskedastic additive noise. Commun. Stat. Simul. Comput. 50(2): 388-399 (2021) - [j21]Ka Chung Ng
, Mike K. P. So
, Kar Yan Tam:
A Latent Space Modeling Approach to Interfirm Relationship Analysis. ACM Trans. Manag. Inf. Syst. 12(2): 10:1-10:44 (2021) - 2020
- [j20]Ray S. W. Chung, Mike K. P. So
, Amanda M. Y. Chu
, Thomas W. C. Chan:
Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions. Comput. Stat. Data Anal. 150: 106977 (2020) - [j19]Wing Ki Liu
, Mike K. P. So
:
A GARCH Model with Artificial Neural Networks. Inf. 11(10): 489 (2020)
2010 – 2019
- 2019
- [j18]Denise Shuk Ting Cheung
, Calvin Kalun Or, Mike Ka Pui So
, Kendall Ho, Agnes F. Y. Tiwari:
The Use of eHealth Applications in Hong Kong: Results of a Random-Digit Dialing Survey. J. Medical Syst. 43(9): 293:1-293:9 (2019) - 2018
- [j17]Denise Shuk Ting Cheung
, Calvin K. L. Or, Mike K. P. So
, Agnes F. Y. Tiwari:
Usability Testing of a Smartphone Application for Delivering Qigong Training. J. Medical Syst. 42(10): 191:1-191:8 (2018) - 2017
- [c1]Guangrui Li, Mike K. P. So, Xiaojun Zhang, Kar Yan Tam:
Is Socializing Loyalty Programs a Good Idea? - Empirical Evidence from a Large Quick Service Restaurant Chain. ICIS 2017 - 2016
- [j16]Yixin Wang, Mike K. P. So
:
A Bayesian hierarchical model for spatial extremes with multiple durations. Comput. Stat. Data Anal. 95: 39-56 (2016) - 2015
- [j15]Amanda M. Y. Chu
, Patrick Y. K. Chau, Mike K. P. So:
Developing a Typological Theory Using a Quantitative Approach: A Case of Information Security Deviant Behavior. Commun. Assoc. Inf. Syst. 37: 25 (2015) - 2014
- [j14]Mike K. P. So
, Ray S. W. Chung:
Dynamic seasonality in time series. Comput. Stat. Data Anal. 70: 212-226 (2014) - [j13]Mike K. P. So
, Raymond K. S. Chan:
Bayesian analysis of tail asymmetry based on a threshold extreme value model. Comput. Stat. Data Anal. 71: 568-587 (2014) - [j12]Erricos John Kontoghiorghes
, Herman K. van Dijk
, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran
, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola
, Monica Billio
, Cathy W. S. Chen
, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq
, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon
, Stefan Mittnik, Yasuhiro Omori
, D. S. G. Pollock, Tommaso Proietti
, Jeroen V. K. Rombouts, Olivier Scaillet
, Willi Semmler, Mike K. P. So
, Mark F. J. Steel, Robert Taylor
, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu:
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76: 1-3 (2014) - [j11]Mike K. P. So
, Cherry Y. T. Yeung:
Vine-copula GARCH model with dynamic conditional dependence. Comput. Stat. Data Anal. 76: 655-671 (2014) - 2013
- [j10]Cathy W. S. Chen
, Feng-Chi Liu
, Mike K. P. So
:
Threshold variable selection of asymmetric stochastic volatility models. Comput. Stat. 28(6): 2415-2447 (2013) - 2011
- [j9]Cathy W. S. Chen
, Jennifer So-Kuen Chan
, Mike K. P. So
, Kevin K. M. Lee:
Classification in segmented regression problems. Comput. Stat. Data Anal. 55(7): 2276-2287 (2011) - [j8]John W. Lau
, Mike K. P. So
:
A Monte Carlo Markov chain algorithm for a class of mixture time series models. Stat. Comput. 21(1): 69-81 (2011) - 2010
- [j7]Samuel Shu Kin Kwan, Mike K. P. So
, Kar Yan Tam
:
Research Note - Applying the Randomized Response Technique to Elicit Truthful Responses to Sensitive Questions in IS Research: The Case of Software Piracy Behavior. Inf. Syst. Res. 21(4): 941-959 (2010)
2000 – 2009
- 2009
- [j6]Iris W. H. Yip, Mike K. P. So
:
Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model. Math. Comput. Simul. 80(2): 327-340 (2009) - 2008
- [j5]John W. Lau
, Mike K. P. So
:
Bayesian mixture of autoregressive models. Comput. Stat. Data Anal. 53(1): 38-60 (2008) - [j4]Mike K. P. So
, Cathy W. S. Chen
, Jen-Yu Lee, Yi-Ping Chang:
An empirical evaluation of fat-tailed distributions in modeling financial time series. Math. Comput. Simul. 77(1): 96-108 (2008) - [j3]Mike K. P. So
, C. Y. Choi:
A multivariate threshold stochastic volatility model. Math. Comput. Simul. 79(3): 306-317 (2008) - 2006
- [j2]Cathy W. S. Chen
, Richard Gerlach
, Mike K. P. So
:
Comparison of nonnested asymmetric heteroskedastic models. Comput. Stat. Data Anal. 51(4): 2164-2178 (2006) - [j1]Mike K. P. So
:
Bayesian analysis of nonlinear and non-Gaussian state space models via multiple-try sampling methods. Stat. Comput. 16(2): 125-141 (2006)
Coauthor Index
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