Works by So, Mike K. P.

Results: 61

Financial Network Connectedness and Systemic Risk During the COVID-19 Pandemic.

Published in:

Asia-Pacific Financial Markets, 2021, v. 28, n. 4, p. 649, doi. 10.1007/s10690-021-09340-w

By:

So, Mike K. P.;
Chan, Lupe S. H.;
Chu, Amanda M. Y.

Publication type:

Article

Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets.

Published in:

Asia-Pacific Financial Markets, 2009, v. 16, n. 3, p. 183, doi. 10.1007/s10690-009-9092-6

By:

So, Mike K. P.;
Tse, Alex S. L.

Publication type:

Article

A simulation smoother for long memory time series with correlated and heteroskedastic additive noise.

Published in:

Communications in Statistics: Simulation & Computation, 2021, v. 50, n. 2, p. 388, doi. 10.1080/03610918.2018.1554120

By:

Asai, Manabu;
So, Mike K. P.

Publication type:

Article

EMPIRICAL ANALYSIS OF BITCOIN PRICES USING THRESHOLD TIME SERIES MODELS.

Published in:

Annals of Financial Economics, 2018, v. 13, n. 4, p. N.PAG, doi. 10.1142/S2010495218500173

By:

MAGTANGGOL III DE GUZMAN, RODOLFO ANGELO;
SO, MIKE K. P.

Publication type:

Article

Realized BEKK-CAW Models.

Published in:

Journal of Time Series Econometrics, 2023, v. 15, n. 1, p. 49, doi. 10.1515/jtse-2022-0009

By:

Asai, Manabu;
So, Mike K. P.

Publication type:

Article

Augmenting fake content detection in online platforms: A domain adaptive transfer learning via adversarial training approach.

Published in:

Production & Operations Management, 2023, v. 32, n. 7, p. 2101, doi. 10.1111/poms.13959

By:

Ng, Ka Chung;
Ke, Ping Fan;
So, Mike K. P.;
Tam, Kar Yan

Publication type:

Article

Standardized local assortativity in networks and systemic risk in financial markets.

Published in:

PLoS ONE, 2023, v. 18, n. 10, p. 1, doi. 10.1371/journal.pone.0292327

By:

So, Mike K. P.;
Mak, Anson S. W.;
Chan, Jacky N. L.;
Chu, Amanda M. Y.

Publication type:

Article

Threshold variable selection of asymmetric stochastic volatility models.

Published in:

Computational Statistics, 2013, v. 28, n. 6, p. 2415, doi. 10.1007/s00180-013-0412-y

By:

Chen, Cathy W. S.;
Liu, Feng-Chi;
So, Mike K. P.

Publication type:

Article

Miscellanea. Time series with additive noise.

Published in:

Biometrika, 1999, v. 86, n. 2, p. 474

By:

So, Mike K. P.

Publication type:

Article

A Bayesian Threshold Nonlinearity Test for Financial Time Series.

Published in:

Journal of Forecasting, 2005, v. 24, n. 1, p. 61, doi. 10.1002/for.939

By:

So, Mike K. P.;
Chen, Cathy W. S.;
Chen, Ming-Tien

Publication type:

Article

A Threshold Stochastic Volatility Model.

Published in:

Journal of Forecasting, 2002, v. 21, n. 7, p. 473, doi. 10.1002/for.840

By:

So, Mike K. P.;
Li, W. K.;
Lam, K.

Publication type:

Article

Forecasting and Trading Strategies Based on a Price Trend Model.

Published in:

Journal of Forecasting, 2000, v. 19, n. 6, p. 485, doi. 10.1002/1099-131X(200011)19:6<485::AID-FOR759>3.0.CO;2-P

By:

Kwan, Josephine W. C.;
K. Lam;
Mike K. P. So;
Philip L H. Yu

Publication type:

Article

On topological properties of COVID-19: predicting and assessing pandemic risk with network statistics.

Published in:

Scientific Reports, 2021, v. 11, n. 1, p. 1, doi. 10.1038/s41598-021-84094-z

By:

So, Mike K. P.;
Chu, Amanda M. Y.;
Tiwari, Agnes;
Chan, Jacky N. L.

Publication type:

Article

Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models.

Published in:

Journal of Time Series Analysis, 2021, v. 42, n. 3, p. 271, doi. 10.1111/jtsa.12566

By:

Asai, Manabu;
So, Mike K. P.

Publication type:

Article

Model selection of a switching mechanism for financial time series.

Published in:

Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 836, doi. 10.1002/asmb.2205

By:

Truong, Buu‐Chau;
Chen, Cathy W. S.;
So, Mike K. P.

Publication type:

Article

Modelling financial time series with threshold nonlinearity in returns and trading volume.

Published in:

Applied Stochastic Models in Business & Industry, 2007, v. 23, n. 4, p. 319, doi. 10.1002/asmb.674

By:

So, Mike K. P.;
Chen, Cathy W. S.;
Chiang, Thomas C.;
Lin, Doris S. Y.

Publication type:

Article

Asymmetric response and interaction of U.S. and local news in financial markets.

Published in:

Applied Stochastic Models in Business & Industry, 2005, v. 21, n. 3, p. 273, doi. 10.1002/asmb.600

By:

Chen, Cathy W. S.;
So, Mike K. P.;
Gerlach, Richard H.

Publication type:

Article

Bayesian Unit-Root Testing in Stochastic Volatility Models.

Published in:

Journal of Business & Economic Statistics, 1999, v. 17, n. 4, p. 491, doi. 10.2307/1392407

By:

So, Mike K. P.;
Li, W. K.

Publication type:

Article

Best subset selection of autoregressive models with exogenous variables and generalized autoregressive conditional heteroscedasticity errors.

Published in:

Journal of the Royal Statistical Society: Series C (Applied Statistics), 2006, v. 55, n. 2, p. 201, doi. 10.1111/j.1467-9876.2006.00535.x

By:

So, Mike K. P.;
Chen, Cathy W. S.;
Feng-Chi Liu

Publication type:

Article

AN EMPIRICAL STUDY OF VOLATILITY IN SEVEN SOUTHEAST ASIAN STOCK MARKETS USING ARV MODELS.

Published in:

Journal of Business Finance & Accounting, 1997, v. 24, n. 2, p. 261, doi. 10.1111/1468-5957.00104

By:

So, Mike K. P.;
Lam, K.;
Li, W. K.

Publication type:

Article

Assessing government policies' impact on the COVID-19 pandemic and elderly deaths in East Asia.

Published in:

Epidemiology & Infection, 2022, v. 150, p. 1, doi. 10.1017/S0950268822001388

By:

Chen, Cathy W. S.;
So, Mike K. P.;
Liu, Feng-Chi

Publication type:

Article

Prognostic significance of pathologic features of hepatocellular carcinoma. A multivariate analysis of 278 patients.

Published in:

1995

By:

Ng, Irene O. L.;
Lai, Edward C. S.;
Fan, Sheung T.;
Ng, Matthew M. T.;
So, Mike K. P.;
Ng, I O;
Lai, E C;
Fan, S T;
Ng, M M;
So, M K

Publication type:

journal article

Prognostic significance of proliferating cell nuclear antigen expression in hepatocellular carcinoma.

Published in:

1994

By:

Ng, Irene O. L.;
Lai, Edward C. S.;
Fan, Sheung T.;
Ng, Matthew;
Chan, Annie S. Y.;
So, Mike K. P.;
Ng, I O;
Lai, E C;
Fan, S T;
Ng, M;
Chan, A S;
So, M K

Publication type:

journal article

Developing a Typological Theory Using a Quantitative Approach: A Case of Information Security Deviant Behavior.

Published in:

Communications of the Association for Information Systems, 2015, v. 37, p. 510, doi. 10.17705/1CAIS.03725

By:

Chu, Amanda M. Y.;
Chau, Patrick Y. K.;
So, Mike K. P.

Publication type:

Article

Linkage vector autoregressive model.

Published in:

Applied Stochastic Models in Business & Industry, 2024, v. 40, n. 4, p. 850, doi. 10.1002/asmb.2842

By:

Asai, Manabu;
So, Mike K. P.

Publication type:

Article

Statistical disclosure control for continuous variables using an extended skew‐t copula.

Published in:

Applied Stochastic Models in Business & Industry, 2022, v. 38, n. 1, p. 96, doi. 10.1002/asmb.2650

By:

Chu, Amanda M. Y.;
Ip, Chun Yin;
Lam, Benson S. Y.;
So, Mike K. P.

Publication type:

Article

Volatility and dynamic dependence modeling: Review, applications, and financial risk management.

Published in:

WIREs: Computational Statistics, 2022, v. 14, n. 5, p. 1, doi. 10.1002/wics.1567

By:

So, Mike K. P.;
Chu, Amanda M. Y.;
Lo, Cliff C. Y.;
Ip, Chun Yin

Publication type:

Article

Stochastic Multivariate Mixture Covariance Model.

Published in:

Journal of Forecasting, 2017, v. 36, n. 2, p. 139, doi. 10.1002/for.2419

By:

So, Mike K. P.;
Li, Raymond W. M.;
Asai, Manabu;
Jiang, Yue

Publication type:

Article

Multivariate GARCH Models with Correlation Clustering.

Published in:

Journal of Forecasting, 2012, v. 31, n. 5, p. 443, doi. 10.1002/for.1234

By:

So, Mike K. P.;
Yip, Iris W. H.

Publication type:

Article

Volatility forecasting with double Markov switching GARCH models.

Published in:

Journal of Forecasting, 2009, v. 28, n. 8, p. 681, doi. 10.1002/for.1119

By:

Chen, Cathy W. S.;
So, Mike K. P.;
Lin, Edward M. H.

Publication type:

Article

A threshold factor multivariate stochastic volatility model.

Published in:

Journal of Forecasting, 2009, v. 28, n. 8, p. 712, doi. 10.1002/for.1123

By:

So, Mike K. P.;
Choi, C. Y.

Publication type:

Article

Overexpression of p53 in hepatocellular carcinomas: A clinicopathological and prognostic correlation.

Published in:

Journal of Gastroenterology & Hepatology, 1995, v. 10, n. 3, p. 250, doi. 10.1111/j.1440-1746.1995.tb01089.x

By:

NG, IRENE O. L.;
LAI, EDWARD C. S.;
CHAN, ANNIE S. Y.;
SO, MIKE K. P.

Publication type:

Article

Asymmetric Return and Volatility Responses to Composite News from Stock Markets.

Published in:

Multinational Finance Journal, 2007, v. 11, n. 3/4, p. 179

By:

Chiang, Thomas C.;
Chen, Cathy W. S.;
So, Mike K. P.

Publication type:

Article

Assessing systemic risk in financial markets using dynamic topic networks.

Published in:

Scientific Reports, 2022, v. 12, n. 1, p. 1, doi. 10.1038/s41598-022-06399-x

By:

So, Mike K. P.;
Mak, Anson S. W.;
Chu, Amanda M. Y.

Publication type:

Article

Which types of family caregivers are more prone to developing depression? Leveraging non-financial social support to mitigate depression.

Published in:

Current Psychology, 2025, v. 44, n. 1, p. 73, doi. 10.1007/s12144-024-07110-1

By:

Chu, Amanda M. Y.;
Woo, Damen H. Y.;
Tiwari, Agnes;
Yuk, Helina;
So, Mike K. P.

Publication type:

Article

A moving-window bayesian network model for assessing systemic risk in financial markets.

Published in:

PLoS ONE, 2023, v. 18, n. 1, p. 1, doi. 10.1371/journal.pone.0279888

By:

Chan, Lupe S. H.;
Chu, Amanda M. Y.;
So, Mike K. P.

Publication type:

Article

Measuring family resilience of Chinese family caregivers: Psychometric evaluation of the Family Resilience Assessment Scale.

Published in:

Family Relations (John Wiley & Sons, Inc.), 2022, v. 71, n. 1, p. 130, doi. 10.1111/fare.12601

By:

Chu, Amanda M. Y.;
Tsang, Jenny T. Y.;
Tiwari, Agnes;
Yuk, Helina;
So, Mike K. P.

Publication type:

Article

Factors for Sustainable Online Learning in Higher Education during the COVID-19 Pandemic.

Published in:

Sustainability (2071-1050), 2021, v. 13, n. 9, p. 5038, doi. 10.3390/su13095038

By:

Chu, Amanda M. Y.;
Liu, Connie K. W.;
So, Mike K. P.;
Lam, Benson S. Y.;
Marín-Marín, José Antonio;
Alonso-García, Santiago;
Ramos, Fernando José Sadio;
Biasutti, Michele

Publication type:

Article

Robo-Advising Risk Profiling through Content Analysis for Sustainable Development in the Hong Kong Financial Market.

Published in:

Sustainability (2071-1050), 2021, v. 13, n. 3, p. 1306, doi. 10.3390/su13031306

By:

So, Mike K. P.;
Schenk-Hoppé, Klaus Reiner;
Wong, Wing-Keung

Publication type:

Article

Organizational Information Security Management for Sustainable Information Systems: An Unethical Employee Information Security Behavior Perspective.

Published in:

Sustainability (2071-1050), 2020, v. 12, n. 8, p. 3163, doi. 10.3390/su12083163

By:

Chu, Amanda M. Y.;
So, Mike K. P.

Publication type:

Article

Predicting the burden of family caregivers from their individual characteristics.

Published in:

Informatics for Health & Social Care, 2022, v. 47, n. 2, p. 211, doi. 10.1080/17538157.2021.1988955

By:

So, Mike K. P.;
Yuk, Helina;
Tiwari, Agnes;
Cheung, Sam T. Y.;
Chu, Amanda M. Y.

Publication type:

Article

Learning from work-from-home issues during the COVID-19 pandemic: Balance speaks louder than words.

Published in:

PLoS ONE, 2022, v. 17, n. 1, p. 1, doi. 10.1371/journal.pone.0261969

By:

Chu, Amanda M. Y.;
Chan, Thomas W. C.;
So, Mike K. P.

Publication type:

Article

Predicting standardized absolute returns using rolling-sample textual modelling.

Published in:

PLoS ONE, 2021, v. 16, n. 12, p. 1, doi. 10.1371/journal.pone.0260132

By:

Tang, Ka Kit;
Li, Ka Ching;
So, Mike K. P.

Publication type:

Article

Improving Self-Care in Patients With Coexisting Type 2 Diabetes and Hypertension by Technological Surrogate Nursing: Randomized Controlled Trial.

Published in:

2020

By:

Or, Calvin Kalun;
Liu, Kaifeng;
So, Mike K P;
Cheung, Bernard;
Yam, Loretta Y C;
Tiwari, Agnes;
Lau, Yuen Fun Emmy;
Lau, Tracy;
Hui, Pui Sze Grace;
Cheng, Hop Chun;
Tan, Joseph;
Cheung, Michael Tow

Publication type:

journal article

Dynamic Network Analysis of COVID-19 with a Latent Pandemic Space Model.

Published in:

International Journal of Environmental Research & Public Health, 2021, v. 18, n. 6, p. 3195, doi. 10.3390/ijerph18063195

By:

Chu, Amanda M. Y.;
Chan, Thomas W. C.;
So, Mike K. P.;
Wong, Wing-Keung

Publication type:

Article

An Empirical Study of Applying Statistical Disclosure Control Methods to Public Health Research.

Published in:

International Journal of Environmental Research & Public Health, 2019, v. 16, n. 22, p. 4519, doi. 10.3390/ijerph16224519

By:

Chu, Amanda M. Y.;
Lam, Benson S. Y.;
Tiwari, Agnes;
So, Mike K. P.

Publication type:

Article

Asking Sensitive Questions Using the Randomized Response Approach in Public Health Research: An Empirical Study on the Factors of Illegal Waste Disposal.

Published in:

International Journal of Environmental Research & Public Health, 2019, v. 16, n. 6, p. 970, doi. 10.3390/ijerph16060970

By:

Chong, Andy C. Y.;
Chu, Amanda M. Y.;
So, Mike K. P.;
Chung, Ray S. W.

Publication type:

Article

Applying the Randomized Response Technique in Business Ethics Research: The Misuse of Information Systems Resources in the Workplace.

Published in:

Journal of Business Ethics, 2018, v. 151, n. 1, p. 195, doi. 10.1007/s10551-016-3240-5

By:

Chu, Amanda M. Y.;
So, Mike K. P.;
Chung, Ray S. W.

Publication type:

Article

On hysteretic vector autoregressive model with applications.

Published in:

Journal of Statistical Computation & Simulation, 2019, v. 89, n. 2, p. 191, doi. 10.1080/00949655.2018.1540619

By:

Chen, Cathy W. S.;
Than-Thi, Hong;
So, Mike K. P.

Publication type:

Article

Multivariate modelling of spatial extremes based on copulas.

Published in:

Journal of Statistical Computation & Simulation, 2018, v. 88, n. 12, p. 2404, doi. 10.1080/00949655.2018.1465571

By:

Chan, Raymond K. S.;
So, Mike K. P.

Publication type:

Article