//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Prognoseverfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"So, Mike Ka-pui"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Volatility
14
Volatilität
14
ARCH model
12
ARCH-Modell
12
Theorie
10
Theory
10
Capital income
7
Forecasting model
7
Kapitaleinkommen
7
Markov chain
7
Markov-Kette
7
Time series analysis
7
Zeitreihenanalyse
7
Risikomaß
5
Risk measure
5
Stochastic process
5
Stochastischer Prozess
5
Correlation
4
Financial market
4
Finanzmarkt
4
Korrelation
4
Risikomanagement
4
Risk management
4
Aktienindex
3
Ansteckungseffekt
3
Bayes-Statistik
3
Bayesian inference
3
Causality analysis
3
Contagion effect
3
Coronavirus
3
Epidemic
3
Epidemie
3
Estimation
3
Estimation theory
3
Kausalanalyse
3
Schätztheorie
3
Schätzung
3
Stock index
3
Systemic risk
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
So, Mike Ka-pui
7
Chen, Cathy W. S.
2
Lam, Kin
2
Li, Wai Keung
2
Chen, Ming-tien
1
Lin, Edward M. H.
1
Song, Jianhua
1
Ts'ai, Cheng-jen
1
Xu, Rui
1
Zhang, Zhepei
1
more ...
less ...
Published in...
All
Journal of forecasting
4
Applied financial economics
1
Asia-Pacific financial markets
1
Journal of international financial markets, institutions & money
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Forecasting exchange rate volatility using autoregressive random variance model
So, Mike Ka-pui
;
Lam, Kin
;
Li, Wai Keung
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 583-591
Persistent link: https://www.econbiz.de/10001525271
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->