Mike K. P. So

According to our database, Mike K. P. So authored at least 26 papers between 2006 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis.

Kai Y. K. Wang, Cathy W. S. Chen, Mike K. P. So

Comput. Stat. Data Anal., June, 2023

2022

Identifying the Big Shots - A Quantile-Matching Way in the Big Data Context.

Guangrui Li, Mike K. P. So, Kar Yan Tam

ACM Trans. Manag. Inf. Syst., 2022

Vine copula statistical disclosure control for mixed-type data.

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

Comput. Stat. Data Anal., 2022

2021

A Latent Space Modeling Approach to Interfirm Relationship Analysis.

Ka Chung Ng, Mike K. P. So, Kar Yan Tam

ACM Trans. Manag. Inf. Syst., 2021

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

Manabu Asai, Mike K. P. So

Commun. Stat. Simul. Comput., 2021

2020

A GARCH Model with Artificial Neural Networks.

Wing Ki Liu, Mike K. P. So

Inf., 2020

Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions.

Ray S. W. Chung, Mike K. P. So, Amanda M. Y. Chu, Thomas W. C. Chan

Comput. Stat. Data Anal., 2020

2019

The Use of eHealth Applications in Hong Kong: Results of a Random-Digit Dialing Survey.

Denise Shuk Ting Cheung, Calvin Kalun Or, Mike Ka Pui So, Kendall Ho, Agnes F. Y. Tiwari

J. Medical Syst., 2019

2018

Usability Testing of a Smartphone Application for Delivering Qigong Training.

Denise Shuk Ting Cheung, Calvin K. L. Or, Mike K. P. So, Agnes F. Y. Tiwari

J. Medical Syst., 2018

2017

Is Socializing Loyalty Programs a Good Idea? - Empirical Evidence from a Large Quick Service Restaurant Chain.

Guangrui Li, Mike K. P. So, Xiaojun Zhang, Kar Yan Tam

Proceedings of the International Conference on Information Systems, 2017

2016

A Bayesian hierarchical model for spatial extremes with multiple durations.

Yixin Wang, Mike K. P. So

Comput. Stat. Data Anal., 2016

2015

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

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

Commun. Assoc. Inf. Syst., 2015

2014

Vine-copula GARCH model with dynamic conditional dependence.

Mike K. P. So, Cherry Y. T. Yeung

Comput. Stat. Data Anal., 2014

Bayesian analysis of tail asymmetry based on a threshold extreme value model.

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

Comput. Stat. Data Anal., 2014

Dynamic seasonality in time series.

Mike K. P. So, Ray S. W. Chung

Comput. Stat. Data Anal., 2014

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.

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

Comput. Stat. Data Anal., 2014

2013

Threshold variable selection of asymmetric stochastic volatility models.

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

Comput. Stat., 2013

2011

A Monte Carlo Markov chain algorithm for a class of mixture time series models.

John W. Lau, Mike K. P. So

Stat. Comput., 2011

Classification in segmented regression problems.

Cathy W. S. Chen, Jennifer So-Kuen Chan, Mike K. P. So, Kevin K. M. Lee

Comput. Stat. Data Anal., 2011

2010

Research Note - Applying the Randomized Response Technique to Elicit Truthful Responses to Sensitive Questions in IS Research: The Case of Software Piracy Behavior.

Samuel Shu Kin Kwan, Mike K. P. So, Kar Yan Tam

Inf. Syst. Res., 2010

2009

Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model.

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

Math. Comput. Simul., 2009

2008

An empirical evaluation of fat-tailed distributions in modeling financial time series.

Mike K. P. So, Cathy W. S. Chen, Jen-Yu Lee, Yi-Ping Chang

Math. Comput. Simul., 2008

A multivariate threshold stochastic volatility model.

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

Math. Comput. Simul., 2008

Bayesian mixture of autoregressive models.

John W. Lau, Mike K. P. So

Comput. Stat. Data Anal., 2008

2006

Bayesian analysis of nonlinear and non-Gaussian state space models via multiple-try sampling methods.

Mike K. P. So

Stat. Comput., 2006

Comparison of nonnested asymmetric heteroskedastic models.

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

Comput. Stat. Data Anal., 2006