Mike K. P. So

26 papers C 1Journal 25
YearRankTypeTitle / Venue / Authors
2024 J jnl
Applications of Bayesian networks in assessing the effects of family resilience on caregiver behavioral problems, depressive symptoms, and burdens.
J. Comput. Soc. Sci.
Amanda M. Y. Chu, Lupe S. H. Chan, Stephen S. Y. Chang, Agnes F. Y. Tiwari, Helina Yuk, Mike K. P. So
2023 J jnl
Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis.
Comput. Stat. Data Anal.
Kai Y. K. Wang, Cathy W. S. Chen, Mike K. P. So
2022 J jnl
Identifying the Big Shots - A Quantile-Matching Way in the Big Data Context.
ACM Trans. Manag. Inf. Syst.
Guangrui Li, Mike K. P. So, Kar Yan Tam
2022 J jnl
Vine copula statistical disclosure control for mixed-type data.
Comput. Stat. Data Anal.
Amanda M. Y. Chu, Chun Yin IP, Benson S. Y. Lam, Mike K. P. So
2021 J jnl
A Latent Space Modeling Approach to Interfirm Relationship Analysis.
ACM Trans. Manag. Inf. Syst.
Ka Chung Ng, Mike K. P. So, Kar Yan Tam
2021 J jnl
A simulation smoother for long memory time series with correlated and heteroskedastic additive noise.
Commun. Stat. Simul. Comput.
Manabu Asai, Mike K. P. So
2020 J jnl
A GARCH Model with Artificial Neural Networks.
Inf.
Wing Ki Liu, Mike K. P. So
2020 J jnl
Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions.
Comput. Stat. Data Anal.
Ray S. W. Chung, Mike K. P. So, Amanda M. Y. Chu, Thomas W. C. Chan
2018 J jnl
Usability Testing of a Smartphone Application for Delivering Qigong Training.
J. Medical Syst.
Denise Shuk Ting Cheung, Calvin K. L. Or, Mike K. P. So, Agnes F. Y. Tiwari
2017 C conf
Is Socializing Loyalty Programs a Good Idea? - Empirical Evidence from a Large Quick Service Restaurant Chain.
ICIS
Guangrui Li, Mike K. P. So, Xiaojun Zhang, Kar Yan Tam
2016 J jnl
A Bayesian hierarchical model for spatial extremes with multiple durations.
Comput. Stat. Data Anal.
Yixin Wang, Mike K. P. So
2015 J jnl
Developing a Typological Theory Using a Quantitative Approach: A Case of Information Security Deviant Behavior.
Commun. Assoc. Inf. Syst.
Amanda M. Y. Chu, Patrick Y. K. Chau, Mike K. P. So
2014 J jnl
Bayesian analysis of tail asymmetry based on a threshold extreme value model.
Comput. Stat. Data Anal.
Mike K. P. So, Raymond K. S. Chan
2014 J jnl
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.
Comput. Stat. Data Anal.
Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu
2014 J jnl
Dynamic seasonality in time series.
Comput. Stat. Data Anal.
Mike K. P. So, Ray S. W. Chung
2014 J jnl
Vine-copula GARCH model with dynamic conditional dependence.
Comput. Stat. Data Anal.
Mike K. P. So, Cherry Y. T. Yeung
2013 J jnl
Threshold variable selection of asymmetric stochastic volatility models.
Comput. Stat.
Cathy W. S. Chen, Feng-Chi Liu, Mike K. P. So
2011 J jnl
A Monte Carlo Markov chain algorithm for a class of mixture time series models.
Stat. Comput.
John W. Lau, Mike K. P. So
2011 J jnl
Classification in segmented regression problems.
Comput. Stat. Data Anal.
Cathy W. S. Chen, Jennifer So-Kuen Chan, Mike K. P. So, Kevin K. M. Lee
2010 J jnl
Research Note - Applying the Randomized Response Technique to Elicit Truthful Responses to Sensitive Questions in IS Research: The Case of Software Piracy Behavior.
Inf. Syst. Res.
Samuel Shu Kin Kwan, Mike K. P. So, Kar Yan Tam
2009 J jnl
Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model.
Math. Comput. Simul.
Iris W. H. Yip, Mike K. P. So
2008 J jnl
A multivariate threshold stochastic volatility model.
Math. Comput. Simul.
Mike K. P. So, C. Y. Choi
2008 J jnl
An empirical evaluation of fat-tailed distributions in modeling financial time series.
Math. Comput. Simul.
Mike K. P. So, Cathy W. S. Chen, Jen-Yu Lee, Yi-Ping Chang
2008 J jnl
Bayesian mixture of autoregressive models.
Comput. Stat. Data Anal.
John W. Lau, Mike K. P. So
2006 J jnl
Bayesian analysis of nonlinear and non-Gaussian state space models via multiple-try sampling methods.
Stat. Comput.
Mike K. P. So
2006 J jnl
Comparison of nonnested asymmetric heteroskedastic models.
Comput. Stat. Data Anal.
Cathy W. S. Chen, Richard Gerlach, Mike K. P. So