Comparison of nonnested asymmetric heteroskedastic models. - Cathy W. S. Chen; Richard Gerlach; Mike K. P. So (Comput. Stat. Data Anal., 2006)

Bayesian analysis of nonlinear and non-Gaussian state space models via multiple-try sampling methods. - Mike K. P. So (Stat. Comput., 2006)

Bayesian mixture of autoregressive models. - John W. Lau; Mike K. P. So (Comput. Stat. Data Anal., 2008)

A multivariate threshold stochastic volatility model. - Mike K. P. So; C. Y. Choi (Math. Comput. Simul., 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)

Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model. - Iris W. H. Yip; Mike K. P. So (Math. Comput. Simul., 2009)

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)

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)

A Monte Carlo Markov chain algorithm for a class of mixture time series models. - John W. Lau; Mike K. P. So (Stat. Comput., 2011)

Threshold variable selection of asymmetric stochastic volatility models. - Cathy W. S. Chen; Feng-Chi Liu; Mike K. P. So (Comput. Stat., 2013)

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; et al. (Comput. Stat. Data Anal., 2014)

Dynamic seasonality in time series. - Mike K. P. So; Ray S. W. Chung (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)

Vine-copula GARCH model with dynamic conditional dependence. - Mike K. P. So; Cherry Y. T. Yeung (Comput. Stat. Data Anal., 2014)

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)

A Bayesian hierarchical model for spatial extremes with multiple durations. - Yixin Wang; Mike K. P. So (Comput. Stat. Data Anal., 2016)

Is Socializing Loyalty Programs a Good Idea? - Empirical Evidence from a Large Quick Service Restaurant Chain. - Guangrui Li 001; Mike K. P. So; Xiaojun Zhang; Kar Yan Tam (ICIS, 2017)

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)

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)

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)

A GARCH Model with Artificial Neural Networks. - Wing Ki Liu; Mike K. P. So (Inf., 2020)

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)

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)

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)

Identifying the Big Shots - A Quantile-Matching Way in the Big Data Context. - Guangrui Li 001; Mike K. P. So; Kar Yan Tam (ACM Trans. Manag. Inf. Syst., 2022)

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., 2023)

Applications of Bayesian networks in assessing the effects of family resilience on caregiver behavioral problems, depressive symptoms, and burdens. - Amanda M. Y. Chu; Lupe S. H. Chan; Stephen S. Y. Chang; Agnes F. Y. Tiwari; Helina Yuk; Mike K. P. So (J. Comput. Soc. Sci., 2024)