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Acceptance sampling plans based on failure-censored step-stress accelerated tests for Weibull distributions
Chung, S. W.; Seo, Y. S.; Yun, W. Y. - In: Journal of quality in maintenance engineering : JQME 12 (2006) 4, pp. 373-396
Persistent link: https://www.econbiz.de/10007376873
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A threshold factor multivariate stochastic volatility model
So, Mike K. P.; Choi, C. Y. - In: Journal of forecasting 28 (2009) 8, pp. 712-736
Persistent link: https://www.econbiz.de/10008340029
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Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.; So, Mike K. P.; Lin, Edward M. H. - In: Journal of forecasting 28 (2009) 8, pp. 681-698
Persistent link: https://www.econbiz.de/10008340031
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Multivariate GARCH Models with Correlation Clustering
So, Mike K. P.; Yip, Iris W. H. - In: Journal of forecasting 31 (2012) 5, pp. 443-469
Persistent link: https://www.econbiz.de/10009991593
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Asymmetric return and volatility responses to composite news from stock markets
Chiang, Thomas C.; Chen, Cathy W. S.; So, Mike K. P. - In: Multinational finance journal : MF ; quarterly … 11 (2007) 3/4, pp. 179-210
Persistent link: https://www.econbiz.de/10009879295