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1

Impacts of the COVID-19 Pandemic on Financial Market Connectedness

So, Mike K.P., Chu, Amanda M.Y., Chan, Thomas W.C.

Journal:

Finance Research Letters

Year:

2020

File:

PDF, 1.17 MB

2020

2

Modelling financial time series with threshold nonlinearity in returns and trading volume

Mike K. P. So, Cathy W. S. Chen, Thomas C. Chiang, Doris S. Y. Lin

Journal:

Applied Stochastic Models in Business and Industry

Year:

2007

Language:

english

File:

PDF, 184 KB

english, 2007

3

Fig-eating by vertebrate frugivores: a global review

MIKE SHANAHAN, SAMSON SO, STEPHEN G. GOMPTON, RICHARD GORLETT

Journal:

Biological Reviews

Year:

2001

Language:

english

File:

PDF, 583 KB

english, 2001

4

Stress testing correlation matrices for risk management

So, Mike K.P., Wong, Jerry, Asai, Manabu

Journal:

The North American Journal of Economics and Finance

Year:

2013

Language:

english

File:

PDF, 481 KB

english, 2013

5

A Stochastic Volatility Model with Markov Switching

Mike K. P. So, K. Lam and W. K. Li

Journal:

Journal of Business and Economic Statistics

Year:

1998

Language:

english

File:

PDF, 391 KB

english, 1998

6

Estimation of multiple period expected shortfall and median shortfall for risk management

So, Mike K. P., Wong, Chi-Ming

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 750 KB

english, 2012

7

Forecasting and trading strategies based on a price trend model

Josephine W. C. Kwan, K. Lam, Mike K. P. So, Philip L. H. Yu

Journal:

Journal of Forecasting

Year:

2000

Language:

english

File:

PDF, 164 KB

english, 2000

8

Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data

So, Mike K. P., Xu, Rui

Journal:

Asia-Pacific Financial Markets

Year:

2013

Language:

english

File:

PDF, 872 KB

english, 2013

9

Vine-copula GARCH model with dynamic conditional dependence

So, Mike K.P., Yeung, Cherry Y.T.

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 1.29 MB

english, 2014

10

Asking Sensitive Questions Using the Randomized Response Approach in Public Health Research: An Empirical Study on the Factors of Illegal Waste Disposal

Chong, Andy, Chu, Amanda, So, Mike, Chung, Ray

Journal:

International Journal of Environmental Research and Public Health

Year:

2019

Language:

english

File:

PDF, 979 KB

english, 2019

11

Analysis of travel restrictions for COVID-19 control in Latin America through network connectedness

Chu, Amanda M Y, Tsang, Jenny T Y, Chan, Jacky N L, Tiwari, Agnes, So, Mike K P

Journal:

Journal of Travel Medicine

Year:

2020

File:

PDF, 442 KB

2020

12

Volatility forecasting with double Markov switching GARCH models

Cathy W. S. Chen, Mike K. P. So, Edward M. H. Lin

Journal:

Journal of Forecasting

Year:

2009

Language:

english

File:

PDF, 251 KB

english, 2009

13

Multivariate GARCH Models with Correlation Clustering

Mike K. P. So, Iris W. H. Yip

Journal:

Journal of Forecasting

Year:

2012

Language:

english

File:

PDF, 1.26 MB

english, 2012

14

Comparison of nonnested asymmetric heteroskedastic models

Cathy W.S. Chen, Richard Gerlach, Mike K.P. So

Journal:

Computational Statistics & Data Analysis

Year:

2006

Language:

english

File:

PDF, 232 KB

english, 2006

15

A multivariate long memory stochastic volatility model

Mike K.P. So, Susanna W.Y. Kwok

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2006

Language:

english

File:

PDF, 523 KB

english, 2006

16

A comparison of the effects of problem-based learning and lecturing on the development of students' critical thinking

Agnes Tiwari, Patrick Lai, Mike So, Kwan Yuen

Journal:

Medical Education

Year:

2006

Language:

english

File:

PDF, 106 KB

english, 2006

17

Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model

Cathy W.S. Chen, Thomas C. Chiang, Mike K.P. So

Journal:

Journal of Economics and Business

Year:

2003

Language:

english

File:

PDF, 144 KB

english, 2003

18

Bayesian analysis of tail asymmetry based on a threshold extreme value model

So, Mike K.P., Chan, Raymond K.S.

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 1.04 MB

english, 2014

19

Dynamic seasonality in time series

So, Mike K.P., Chung, Ray S.W.

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 651 KB

english, 2014

20

Explaining the Misuse of Information Systems Resources in the Workplace: A Dual-Process Approach

Chu, Amanda M. Y., Chau, Patrick Y. K., So, Mike K. P.

Journal:

Journal of Business Ethics

Year:

2015

Language:

english

File:

PDF, 408 KB

english, 2015

21

Forecasting exchange rate volatility using autoregressive random variance model

So, Mike K. P., Lam, K., Li, W. K.

Journal:

Applied Financial Economics

Year:

1999

Language:

english

File:

PDF, 376 KB

english, 1999

22

Bayesian Analysis of Long Memory Stochastic Volatility Models

Journal:

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002)

Year:

2002

Language:

english

File:

PDF, 940 KB

english, 2002

23

Visualising COVID-19 Pandemic Risk through Network Connectedness

So, Mike K.P., Tiwari, Agnes, Chu, Amanda M.Y., Tsang, Jenny T.Y., Chan, Jacky N.L.

Journal:

International Journal of Infectious Diseases

Year:

2020

File:

PDF, 299 KB

2020

24

Cartographic Design of Cultural Maps

Bogucka, Edyta Paulina, Constantinides, Marios, Aiello, Luca Maria, Quercia, Daniele, So, Wonyoung, Bancilhon, Melanie, Potel, Mike

Journal:

IEEE Computer Graphics and Applications

Year:

2020

File:

PDF, 9.25 MB

2020

25

Prognostic implication of proliferative markers MIB-1 and PC10 in esophageal squamous cell carcinoma

King-Yin Lam, Simon Ying-Kit Law, Mike Ka-Pui So, Manson Fok, Lily Tung Ma, John Wong

Journal:

Year:

1996

Language:

english

File:

PDF, 667 KB

english, 1996

26

Prognostic significance of proliferating cell nuclear antigen expression in hepatocellular carcinoma

Irene O. L. Ng, Edward C. S. Lai, Sheung T. Fan, Matthew Ng, Annie S. Y. Chan, Mike K. P. So

Journal:

Year:

1994

Language:

english

File:

PDF, 621 KB

english, 1994

27

Prognostic significance of pathologic features of hepatocellular carcinoma a multivariate analysis of 278 patients

Irene O. L. Ng, Edward C. S. Lai, Sheung T. Fan, Matthew M. T. Ng, Mike K. P. So

Journal:

Year:

1995

Language:

english

File:

PDF, 630 KB

english, 1995

28

Asymmetric response and interaction of U.S. and local news in financial markets

Cathy W. S. Chen, Mike K. P. So, Richard H. Gerlach

Journal:

Applied Stochastic Models in Business and Industry

Year:

2005

Language:

english

File:

PDF, 205 KB

english, 2005

29

A threshold factor multivariate stochastic volatility model

Mike K. P. So, C. Y. Choi

Journal:

Journal of Forecasting

Year:

2009

Language:

english

File:

PDF, 280 KB

english, 2009

30

A threshold stochastic volatility model

Mike K. P. So, W. K. Li, K. Lam

Journal:

Journal of Forecasting

Year:

2002

Language:

english

File:

PDF, 442 KB

english, 2002

31

Subset threshold autoregression

Mike K. P. So, Cathy W. S. Chen

Journal:

Journal of Forecasting

Year:

2003

Language:

english

File:

PDF, 593 KB

english, 2003

32

A Bayesian threshold nonlinearity test for financial time series

Mike K. P. So, Cathy W. S. Chen, Ming-Tien Chen

Journal:

Journal of Forecasting

Year:

2005

Language:

english

File:

PDF, 136 KB

english, 2005

33

Bayesian mixture of autoregressive models

John W. Lau, Mike K.P. So

Journal:

Computational Statistics & Data Analysis

Year:

2008

Language:

english

File:

PDF, 874 KB

english, 2008

34

Classification in segmented regression problems

Cathy W.S. Chen, Jennifer S.K. Chan, Mike K.P. So, Kevin K.M. Lee

Journal:

Computational Statistics & Data Analysis

Year:

2011

Language:

english

File:

PDF, 394 KB

english, 2011

35

An empirical evaluation of fat-tailed distributions in modeling financial time series

Mike K.P. So, Cathy W.S. Chen, Jen-Yu Lee, Yi-Ping Chang

Journal:

Mathematics and Computers in Simulation

Year:

2008

Language:

english

File:

PDF, 221 KB

english, 2008

36

Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model

Iris W.H. Yip, Mike K.P. So

Journal:

Mathematics and Computers in Simulation

Year:

2009

Language:

english

File:

PDF, 189 KB

english, 2009

37

Pronostic professionnel des patients lombalgiques chroniques après une rééducation multidisciplinaire ambulatoire : valeur prédictive du questionnaire INTERMED

Mike Scerri, Pierre de Goumoëns, Carlo Fritsch, Guy Van Melle, Friedrich Stiefel, Alexander So

Journal:

Revue du Rhumatisme

Year:

2006

Language:

french

File:

PDF, 393 KB

french, 2006

38

Morphological Transitions of Block-Copolymer Bilayers via Nanoparticle Clustering

Robert J. Hickey, Brenda L. Sanchez-Gaytan, Weihong Cui, Russell J. Composto, Mike Fryd, Bradford B. Wayland, So-Jung Park

Journal:

Year:

2010

Language:

english

File:

PDF, 353 KB

english, 2010

39

Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets

Mike K. P. So, Alex S. L. Tse

Journal:

Asia-Pacific Financial Markets

Year:

2009

Language:

english

File:

PDF, 735 KB

english, 2009

40

Dynamic Relationship among Intraday Realized Volatility, Volume and Number of Trades

Kerr Hatrick, Mike K. P. So, S. W. Chung, R. Deng

Journal:

Asia-Pacific Financial Markets

Year:

2011

Language:

english

File:

PDF, 612 KB

english, 2011

41

Bayesian analysis of nonlinear and non-Gaussian state space models via multiple-try sampling methods

Journal:

Statistics and Computing

Year:

2006

Language:

english

File:

PDF, 995 KB

english, 2006

42

A Monte Carlo Markov chain algorithm for a class of mixture time series models

John W. Lau, Mike K. P. So

Journal:

Statistics and Computing

Year:

2011

Language:

english

File:

PDF, 1.12 MB

english, 2011

43

A multivariate threshold stochastic volatility model

Mike K.P. So, C.Y. Choi

Journal:

Mathematics and Computers in Simulation

Year:

2008

Language:

english

File:

PDF, 358 KB

english, 2008

44

Multivariate modelling of the autoregressive random variance process

Mike K. P. So, W. K. Li, K. Lam

Journal:

Journal of Time Series Analysis

Year:

1997

Language:

english

File:

PDF, 416 KB

english, 1997

45

An Empirical Study of Volatility in Seven Southeast Asian Stock Markets Using ARV Models

Mike K.P. So, K. Lam, W.K. Li

Journal:

Journal of Business Finance & Accounting

Year:

1997

Language:

english

File:

PDF, 169 KB

english, 1997

46

ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS

Cathy W.S. Chen, Mike K.P. So, Richard H. Gerlach

Journal:

Australian & New Zealand Journal of Statistics

Year:

2005

Language:

english

File:

PDF, 315 KB

english, 2005

47

HEAVY-TAILED-DISTRIBUTED THRESHOLD STOCHASTIC VOLATILITY MODELS IN FINANCIAL TIME SERIES

Cathy W. S. Chen, F. C. Liu, Mike K. P. So

Journal:

Australian & New Zealand Journal of Statistics

Year:

2008

Language:

english

File:

PDF, 755 KB

english, 2008

48

Best subset selection of autoregressive models with exogenous variables and generalized autoregressive conditional heteroscedasticity errors

Mike K. P. So, Cathy W. S. Chen, Feng-Chi Liu

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

2006

Language:

english

File:

PDF, 958 KB

english, 2006

49

On a threshold heteroscedastic model

Cathy W.S. Chen, Mike K.P. So

Journal:

International Journal of Forecasting

Year:

2006

Language:

english

File:

PDF, 263 KB

english, 2006

50

Overexpression of p53 in hepatocellular carcinomas: A clinicopathological and prognostic correlation

IRENE O. L. NG, EDWARD C. S. LAI, ANNIE S. Y. CHAN, MIKE K. P. SO

Journal:

Journal of Gastroenterology and Hepatology

Year:

1995

Language:

english

File:

PDF, 846 KB

english, 1995