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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"So, Mike Ka-pui"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Commentary"
~type_genre:"Kongress"
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So, Mike Ka-pui
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
5
Asia-Pacific financial markets
2
Applied financial economics
1
International journal of forecasting
1
Journal of econometrics
1
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Bayesian unit-root testing in stochastic volatility models
So, Mike Ka-pui
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 491-496
Persistent link: https://www.econbiz.de/10001412874
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2
A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
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