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Applying the randomized response technique in business ethics research : the misuse of information systems resources in the workplace
Chu, Amanda M. Y.; So, Mike Ka-pui; Chung, Ray S. W. - In: Journal of business ethics : JOBE 151 (2018) 1, pp. 195-212
Persistent link: https://www.econbiz.de/10011902951
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Long memory and asymmetry for matrix-exponential dynamic correlation processes
Asai, Manabu; So, Mike Ka-pui - In: Journal of time series econometrics 7 (2015) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10010510043
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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
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Evidence of stock returns and abnormal trading volume : a threshold quantile regression approach
Chen, Cathy W. S.; So, Mike Ka-pui; Chiang, Thomas C. - In: The Japanese economic review : the journal of the … 67 (2016) 1, pp. 96-124
Persistent link: https://www.econbiz.de/10011720775
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Empirical analysis of bitcoin prices using threshold time series models
Guzman, Rodolfo Angelo Magtanggol III de; So, Mike Ka-pui - In: Annals of financial economics 13 (2018) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10011984103
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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
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Impacts of the COVID-19 pandemic on financial market connectedness
So, Mike Ka-pui; Chu, Amanda M. Y.; Chan, Thomas W. C. - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490963
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Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui; Chan, Thomas W. C.; Chu, Amanda M. Y. - In: Journal of econometrics 227 (2022) 1, pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
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A quasi-bounded target zone model : theory and application to Hong Kong dollar
Lo, C. F.; Hui, Cho H.; Fong, Tom; Chung, Ray S. W. - In: International review of economics & finance : IREF 37 (2015), pp. 1-17
Persistent link: https://www.econbiz.de/10011538229
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Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models
Asai, Manabu; So, Mike K. P. - In: Journal of Time Series Analysis 42 (2020) 3, pp. 271-294
Persistent link: https://www.econbiz.de/10012410061