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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
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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
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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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Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung - In: The statistician : journal of the Institute of Statisticians 44 (1995) 3, pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
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On a threshold heteroscedastic model
Chen, Cathy W. S.; So, Mike Ka-pui - In: International journal of forecasting 22 (2006) 1, pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
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Dynamic modeling of tail risk : applications to China, Hong Kong and other Asian markets
So, Mike Ka-pui; Tse, Alex S. L. - In: Asia-Pacific financial markets 16 (2009) 3, pp. 183-210
Persistent link: https://www.econbiz.de/10003882800
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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
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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
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Applying the randomized response technique to elicit truthful responses to sensitive questions in IS research : the case of software piracy behavior
Kwan, Samuel S. K.; So, Mike Ka-pui; Tam, Kar Y. - In: Information systems research : ISR 21 (2010) 4, pp. 941-959
Persistent link: https://www.econbiz.de/10008823650
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Asymmetric return and volatility responses to composite news from stock markets
Chiang, Thomas C.; Chen, Cathy W. S.; So, Mike Ka-pui - In: Multinational finance journal : MF ; quarterly … 11 (2007) 3/4, pp. 179-210
Persistent link: https://www.econbiz.de/10003709545