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isPartOf:"MPRA Paper"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper"
~person:"So, Mike Ka-pui"
~subject:"Finanzmarkt"
~subject:"Volatility"
~subject:"exchange rate"
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Finanzmarkt
Volatility
exchange rate
Volatilität
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Forecasting model
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3
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So, Mike Ka-pui
McAleer, Michael
40
Neely, Christopher J.
15
Chang, Chia-Lin
14
Mumtaz, Haroon
14
Manera, Matteo
11
Guo, Hui
9
Nguyen, Hoang
7
Raunig, Burkhard
7
Christiansen, Charlotte
6
Asai, Manabu
5
Caiado, Jorge
5
Crato, Nuno
5
Kapetanios, George
5
Masih, Mansur
5
Mignon, Valérie
5
Onour, Ibrahim
5
Roengchai Tansuchat
5
Sinha, Pankaj
5
Skiadopoulos, George
5
Theodoridis, Konstantinos
5
Wang, Yudong
5
Österholm, Pär
5
Allen, David E.
4
Chen, Chi-chung
4
Escribano, Álvaro
4
Gupta, Rangan
4
Hammoudeh, Shawkat
4
Karlsson, Sune
4
Laurent, Sébastien
4
Ma, Feng
4
Savickas, Robert
4
Song, Yuping
4
Wen, Yi
4
Zhang, Yaojie
4
Baker, Scott
3
Bastianin, Andrea
3
Behmiri, Niaz Bashiri
3
Blazsek, Szabolcs
3
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3
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MPRA Paper
Journal of forecasting
Working paper
Asia-Pacific financial markets
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied financial economics
1
International journal of forecasting
1
Journal of econometrics
1
Journal of economics & business
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
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