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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
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Empirical analysis of GARCH models in value at risk estimation
So, Mike Ka-pui; Yu, Philip L. H. - In: Journal of international financial markets, … 16 (2006) 2, pp. 180-197
Persistent link: https://www.econbiz.de/10003300803
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Dynamic relationship among intraday realized volatility, volume and number of trades
Hatrick, Kerr; So, Mike Ka-pui; Chung, Ray S. W.; Deng, … - In: Asia-Pacific financial markets 18 (2011) 3, pp. 291-317
Persistent link: https://www.econbiz.de/10009303052
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Explaining the misuse of information systems resources in the workplace : a dual-process approach
Chu, Amanda M. Y.; Chau, Patrick Y. K.; So, Mike Ka-pui - In: Journal of business ethics : JOBE 131 (2015) 1, pp. 209-225
Persistent link: https://www.econbiz.de/10011372626
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Stress testing correlation matrices for risk management
So, Mike Ka-pui; Wong, Jerry; Asai, Manabu - In: The North American journal of economics and finance : a … 26 (2013), pp. 310-322
Persistent link: https://www.econbiz.de/10010365763