Publications

Nurses’ knowledge, attitudes, and role perception in medication administration: do hospital context and nurses’ level of professional experience make a difference?

Amanda MY Chu, Hing-yu So, Linda WL Yu, Becky PY Ho, Stephen SY Chang, Lupe SH Chan, Calvin KL Or, Mike KP So
BMC nursing, December 2025

Utilizing Google Trends data to enhance forecasts and monitor long COVID prevalence

Amanda MY Chu, Jenny TY Tsang, Sophia SC Chan, Lupe SH Chan, Mike KP So
Communications Medicine, v.5 (1), May 2025, article number 179

A multivariate randomized response model for mixed-type data

Amanda MY Chu, Yasuhiro Omori, Hing-yu So, Mike KP So
Journal of Applied Statistics, April, 2025, p.1-39

A Hybrid Markov Chain Monte Carlo Approach for Structural Learning in Bayesian Networks Based on Variable Blocking

Lupe SH Chan, Amanda MY Chu, Mike KP So
Bayesian Analysis, v.1 (1), January 2025, p. 1-27

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

Amanda MY Chu, Damen HY Woo, Agnes Tiwari, Helina Yuk, Mike KP So
Current Psychology, v.44 (1), January 2025, p. 73-84

Dynamic Network Poisson Autoregression with Application to COVID-19 Count Data

Manabu Asai, Amanda MY Chu, Mike KP So
Journal of Data Science, v.23 (1), January 2025

Bayesian systemic risk analysis using latent space network models

Mike KP So, Thomas WC Chan, Amanda MY Chu
Data Science in Science, v.3 (1), December, 2024, article number: 2381724

COVID-19 Pandemic Risk Assessment: Systematic Review

Amanda MY Chu, Patrick WH Kwok, Jacky NL Chan, Mike KP So
Risk Management and Healthcare Policy, December, 2024, p. 903-925

Child-friendly family reduces parenting stress in Chinese families: the mediating role of family resilience

Amanda MY Chu, Jenny TY Tsang, Agnes Tiwari, Helina Yuk, Mike KP So
Frontiers in Psychology, v.15, October, 2024, article number: 1430005

Applications of Bayesian networks in assessing the effects of family resilience on caregiver behavioral problems, depressive symptoms, and burdens

Amanda MY Chu, Lupe SH Chan, Stephen SY Chang, Agnes Tiwari, Helina Yuk, Mike KP So
Journal of Computational Social Science, v.7 (2), October, 2024, p. 1275-1303

Dynamic Bayesian Networks with Conditional Dynamics in Edge Addition and Deletion

Lupe SH Chan, Amanda MY Chu, Mike KP So
arXiv preprint arXiv:2409.08965, September, 2024

Linkage vector autoregressive model

Manabu Asai, Mike KP So
Applied Stochastic Models in Business and Industry, v.40 (4), July, 2024, p.850-862

Graphical copula GARCH modeling with dynamic conditional dependence

Lupe SH Chan, Amanda MY Chu, Mike KP So
arXiv preprint arXiv:2406.15582, June, 2024

Do Scholars Respond Faster Than Google Trends in Discussing COVID-19 Issues? An Approach to Textual Big Data

Benson SY Lam, Amanda MY Chu, Jacky NL Chan, Mike KP So
Health Data Science, v.4, February, 2024, article ID: 0116

Standardized local assortativity in networks and systemic risk in financial markets

Mike KP So, Anson SW Mak, Jacky NL Chan, Amanda MY Chu
PLoS one, v.18 (10), October, 2023, article number: e0292327

An automatic speech analytics program for digital assessment of stress burden and psychosocial health

Amanda MY Chu, Benson SY Lam, Jenny TY Tsang, Agnes Tiwari, Helina Yuk, Jacky NL Chan, Mike KP So
npj Mental Health Research, v.2 (1), September 2023 , p.15

Enhancing the predictive power of Google Trends data through network analysis: infodemiology study of COVID-19

Amanda MY Chu, Andy CY Chong, Nick HT Lai, Agnes Tiwari, Mike KP So
JMIR Public Health and Surveillance, v.9 (1), September, 2023, article number: e42446

Fostering integration among students with different backgrounds using an orthotic community service program

Babak Hassan Beygi, Kubert T Wang, Hiu Lam Chan, Hui Dong Wu, Percy HT Hung, Mike KP So, Theresa Kwong, Man Sang Wong
Prosthetics and Orthotics International, v. 47 (4), August, 2023, p. 407-415

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

Ka Chung Ng, Ping Fan Ke, Mike KP So, Kar Yan Tam
Production and Operations Management, v.32 (7), July, 2023, p. 2101-2122

A multivariate randomized response model for sensitive binary data

Amanda MY Chu, Yasuhiro Omori, Hing-yu So, Mike KP So 
 Econometrics and Statistics, 27, July, 2023, p.16-35

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

Kai YK Wang, Cathy WS Chen, Mike KP So
Computational Statistics & Data Analysis, v.182, June, 2023, article number: 107702

Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue

Mike KP So, Cathy WS Chen
Applied Stochastic Models in Business and Industry, v.39 (3), May, 2023, p.310-311

Realized BEKK-CAW Models

Manabu Asai, Mike KP So
Journal of Time Series Econometrics, v.15 (1), Feb, 2023, p.49-77

Interviewer bias when using multiple mini-interviews in selecting student nurses in a Chinese setting

Mike KP So, Amanda MY Chu, Agnes Tiwari
Nurse Education Today, v.121, February, 2023, article number: 105676

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

Lupe SH Chan, Amanda MY Chu, Mike KP So
PLoS one, v.18 (1), January, 2023, article number: e0279888

Obstacles to Fostering Integration of Local and Non-Local Students in Hong Kong Universities amid Political Turmoil and the COVID-19 Pandemic

Kubert T Wang, Theresa Kwong, Babak Hassan Beygi, Mike KP So, Percy HT Hung, Man Sang Wong
Journal of Comparative and International Higher Education, v.15 (2), January, 2023, p.193-218

Modeling Intraday Portfolio Risk with Dynamic Copulas and Artificial Neural Networks

Wing Ki Liu, Amanda MY Chu, Mike KP So
Advances in Financial Planning and Forecasting, December, 2022, p.113-137

Vine copula statistical disclosure control for mixed-type data

Amanda MY Chu, Chun Yin Ip, Benson SY Lam, Mike KP So
Computational Statistics & Data Analysis, v.176, December, 2022, article number: 107561

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

Mike KP So, Amanda MY Chu, Cliff CY Lo, Chun Yin Ip
Wiley Interdisciplinary Reviews: Computational Statistics, v.14 (5), September, 2022, article number: e1567

Persistent symptoms after SARS-CoV-2 infection: long-term implications for health and quality of life

Mike KP So, Amanda MY Chu, Agnes Tiwari
The Lancet Regional Health–Europe, v.17, June, 2022, article number: 100373

Dynamic causality analysis of COVID-19 pandemic risk and oil market changes

Mike KP So, Jacky NL Chan, Amanda MY Chu
Journal of Risk and Financial Management, v.15 (6), May, 2022, p.240

Predicting the burden of family caregivers from their individual characteristics

Mike KP So, Helina Yuk, Agnes Tiwari, Sam TY Cheung, Amanda MY Chu
Informatics for Health and Social Care, v.47 (2), April, 2023, p.211-222

A longitudinal examination of tablet self-management technology acceptance by patients with chronic diseases: Integrating perceived hand function, perceived visual function, and perceived home space adequacy with the TAM and TPB

Kaifeng Liu, Calvin Kalun Or, Mike So, Bernard Cheung, Bill Chan, Agnes Tiwari, Joseph Tan
Applied Ergonomics v.100, April, 2022, article number: 103667

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

Guangrui Li, Mike KP So, Kar Yan Tam
ACM Transactions on Management Information Systems (TMIS), v.13 (2), March 2022, p.1-30

Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management

Mike KP So, Thomas WC Chan, Amanda MY Chu
Journal of Econometrics, v.227 (1), March, 2022, p.151-167

Assessing systemic risk in financial markets using dynamic topic networks

Mike KP So, Anson SW Mak, Amanda MY Chu
Scientific Reports, v.12 (1), February, 2022, article number: 2668

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

Amanda MY Chu, Jenny TY Tsang, Agnes Tiwari, Helina Yuk, Mike KP So
Family Relations, v.71 (1), February, 2022, p.130-146

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

Amanda MY Chu, Thomas WC Chan, Mike KP So
PLoS one, v.17 (1), January, 2022, article number: e0261969

Dynamic covariance modeling with artificial neural networks

Wing Ki Liu, Mike KP So, Amanda MY Chu
Communications in Statistics: Case Studies, Data Analysis and Applications, v.8 (1), January, 2022, p.15-21

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

Cathy WS Chen, Mike KP So, Feng-Chi Liu
Epidemiology & Infection, v.150, January, 2022, article number: e161

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

Amanda MY Chu, Chun Yin Ip, Benson SY Lam, Mike KP So
Applied Stochastic Models in Business and Industry, v.38 (1), January, 2022, p.96-115

Predicting standardized absolute returns using rolling-sample textual modelling

Ka Kit Tang, Ka Ching Li, Mike KP So
PLoS one, v.16 (12), December, 2021, article number: e0260132

Stochastic actor‐oriented modelling of the impact of COVID‐19 on financial network evolution

Amanda MY Chu, Lupe SH Chan, Mike KP So
Stat, v.10 (1), December, 2021, article number: e408

Financial network connectedness and systemic risk during the COVID-19 pandemic

Mike KP So, Lupe SH Chan, Amanda MY Chu
Asia-Pacific Financial Markets, v.28 (4), December, 2021, p.649-665

On the predictive power of network statistics for financial risk indicators

Jianhua Song, Zhepei Zhang, Mike KP So
Journal of International Financial Markets, Institutions and Money, v.75, November, 2021, article number: 101420

Higher education during the pandemic: The predictive factors of learning effectiveness in COVID-19 online learning

Jenny TY Tsang, Mike KP So, Andy CY Chong, Benson SY Lam, Amanda MY Chu
Education Sciences, v.11 (8), August, 2021, p.446

Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models

Manabu Asai, Mike KP So
Journal of Time Series Analysis, v.42 (3), May, 2021, p.271-294

Factors for sustainable online learning in higher education during the COVID-19 pandemic

Amanda MY Chu, Connie KW Liu, Mike KP So, Benson SY Lam
Sustainability, v.13 (9), April, 2021, article number: 5038

Analyzing cross-country pandemic connectedness during COVID-19 using a spatial-temporal database: Network analysis

Amanda MY Chu, Jacky NL Chan, Jenny TY Tsang, Agnes Tiwari, Mike KP So
JMIR public health and surveillance, v.7 (3), March, 2021, article number: e27317

Dynamic network analysis of COVID-19 with a latent pandemic space model

Amanda MY Chu, Thomas WC Chan, Mike KP So, Wing-Keung Wong
International Journal of Environmental Research and Public Health, v.18 (6), March, 2021, article number: 3195

Are travel restrictions helpful to control the global COVID-19 outbreak?

Amanda MY Chu, Agnes Tiwari, Jacky NL Chan, Mike KP So
Travel Medicine and Infectious Disease, v.41, March, 2021, article number: 102021

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

Mike KP So, Amanda MY Chu, Agnes Tiwari, Jacky NL Chan
Scientific Reports, v.11 (1), March, 2021, article number: 5112

Pandemic risk of COVID-19 outbreak in the United States: An analysis of network connectedness with air travel data

Agnes Tiwari, Mike KP So, Andy CY Chong, Jacky NL Chan, Amanda MY Chu
International Journal of Infectious Diseases, v.103, February, 2021, p.97-101

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

Manabu Asai, Mike KP So
Communications in Statistics-Simulation and Computation, v.50 (2), February, 2021, p.388-399

Robo-advising risk profiling through content analysis for sustainable development in the Hong Kong financial market

Mike KP So
Sustainability, v.13 (3), January, 2021, article number: 1306

A latent space modeling approach to interfirm relationship analysis

Ka Chung Ng, Mike KP So, Kar Yan Tam
ACM Transactions on Management Information Systems (TMIS), v.12 (2),  January, 2021, p.1-44

Impacts of the COVID-19 pandemic on financial market connectedness

Mike KP So, Amanda MY Chu, Thomas WC Chan
Finance Research Letters, v.38, January, 2021, article number: 101864

Analysis of travel restrictions for COVID-19 control in Latin America through network connectedness

Amanda MY Chu, Jenny TY Tsang, Jacky NL Chan, Agnes Tiwari, Mike KP So
Journal of travel medicine, v.27 (8), December, 2020, article number: taaa176

A GARCH model with artificial neural networks

Wing Ki Liu, Mike KP So
Information, v.11 (10), October, 2020, article number: 489

Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions

Ray SW Chung, Mike KP So, Amanda MY Chu, Thomas WC Chan
Computational Statistics & Data Analysis, v.150, October, 2021, article number: 106977

On topological properties of COVID-19: Predicting and controling pandemic risk with network statistics

Mike KP So, Amanda MY Chu, Agnes Tiwari, Jacky NL Chan
medRxiv, 2020.09. 17.20197020, September, 2020

Detecting early signals of COVID-19 global pandemic from network density

Amanda MY Chu, Agnes Tiwari, Mike KP So
Journal of travel medicine v. 27 (5),  July, 2020, article number: taaa084

Visualizing COVID-19 pandemic risk through network connectedness

Mike KP So, Agnes Tiwari, Amanda MY Chu, Jenny TY Tsang, Jacky NL Chan
International Journal of Infectious Diseases, v.96, July, 2020, p.558-561

Self‐administered acupressure for caregivers of older family members: A randomized controlled trial

Denise ST Cheung, Agnes Tiwari, Wing‐Fai Yeung, Doris SF Yu, Mike KP So, Pui Hing Chau, Xiao‐Min Wang, Terry YS Lum, Helina Yuk, Benson YM Ng, Zhang‐Jin Zhang, Lixing Lao
Journal of the American Geriatrics Society, v.68 (6), June, 2020, p.1193-1201

Organizational information security management for sustainable information systems: An unethical employee information security behavior perspective

Amanda MY Chu, Mike KP So
Sustainability, v.12 (8), April, 2020, article number: 3163

Improving self-care in patients with coexisting type 2 diabetes and hypertension by technological surrogate nursing: randomized controlled trial

Calvin Kalun Or, Kaifeng Liu, Mike KP So, Bernard Cheung, Loretta YC Yam, Agnes Tiwari, Yuen Fun Emmy Lau, Tracy Lau, Pui Sze Grace Hui, Hop Chun Cheng, Joseph Tan, Michael Tow Cheung
Journal of Medical Internet Research, v. 22 (3), March 2020, article number: e16769

Estimating the dependence of mixed sensitive response types in randomized response technique

Amanda MY Chu, Mike KP So, Thomas WC Chan, Agnes Tiwari
Statistical Methods in Medical Research, v.29 (3), March 2020, p.894-910

An empirical study of applying statistical disclosure control methods to public health research

Amanda MY Chu, Benson SY Lam, Agnes Tiwari, Mike KP So
International Journal of Environmental Research and Public Health, v.16 (22), November, 2019, article number: 4519

Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time‐varying correlations

Cathy WS Chen, Hong Than‐Thi, Mike KP So, Songsak Sriboonchitta
Applied Stochastic Models in Business and Industry, v.35 (6), November, 2019, p.1301-1321

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 Tiwari
Journal of medical systems, v.43 (9), September, 2019, article number, 293

Asking sensitive questions using the randomized response approach in public health research: An empirical study on the factors of illegal waste disposal

Andy CY Chong, Amanda MY Chu, Mike KP So, Ray SW Chung
International Journal of Environmental Research and Public Health, v.16 (6), March, 2019, article number: 970

Measuring angle of progression by transperineal ultrasonography to predict successful instrumental and cesarean deliveries during prolonged second stage of labor

Viola YT Chan, Wai‐lam Lau, Mike KP So, Wing‐cheong Leung
International Journal of Gynecology & Obstetrics, v.144 (2), February, 2019, p.192-198

On hysteretic vector autoregressive model with applications

Cathy WS Chen, Hong Than-Thi, Mike KP So
Journal of Statistical Computation and Simulation, v.89 (2), January, 2019, p.191-210

Empirical analysis of bitcoin prices using threshold time series models

Rodolfo Angelo Magtanggol III De Guzman, Mike KP So
Annals of Financial Economics, v.13 (04), December, 2018, article number: 1850017

Bayesian shrinkage estimation of time-varying covariance matrices in financial time series

Mike KP So, Wing Ki Liu, Amanda MY Chu
Advances in Decision Sciences, December, 2018, p.1-35

Special issue on risk management

John M Maheu, Marc Paolella, Tak Kuen Siu, Mike KP So
Econometrics and statistics, v.8, October, 2018, p.159-160

Usability testing of a smartphone application for delivering qigong training

Denise Shuk Ting Cheung, Calvin Ka Lun Or, Mike Ka Pui So, Agnes Tiwari
Journal of medical systems, v.42 (10), October, 2018, article number: 191

Bayesian randomized response technique with multiple sensitive attributes: The case of information systems resource misuse

Ray SW Chung, Amanda MY Chu, Mike KP So
The Annals of Applied Statistics, v.12 (3), September, 2018, p. 1969-1992 

Multivariate modelling of spatial extremes based on copulas

Raymond KS Chan, Mike KP So
Journal of Statistical Computation and Simulation, v.88 (12), August, 2018, p.2404-2424

Bayesian spatial–temporal modeling of air pollution data with dynamic variance and leptokurtosis

Amanda MY Chu, Raymond WM Li, Mike KP So
Spatial Statistics, v.26, August, 2018, p.1-20

Applying the randomized response technique in business ethics research: The misuse of information systems resources in the workplace

Amanda MY Chu, Mike KP So, Ray SW Chung
Journal of Business Ethics, v.151 (1), August, 2018, p.195-212

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

Guangrui Li, Mike KP So, Xiaojun Zhang, Kar Yan Tam
ICIS 2017: Transforming Society with Digital Innovation, Association for Information Systems

On the performance of the Bayesian composite likelihood estimation of max-stable processes

Raymond KS Chan, Mike KP So
Journal of Statistical Computation and Simulation, v.87 (15), October, 2017, p.2869-2881

Stochastic multivariate mixture covariance model

Mike KP So, Raymond WM Li, Manabu Asai, Yue Jiang
Journal of Forecasting, v.36 (2), March, 2017, p.139-155

Model selection of a switching mechanism for financial time series

Buu‐Chau Truong, Cathy WS Chen, Mike KP So
Applied Stochastic Models in Business and Industry, v.32 (6), November, 2016, p.836-851

Self-administered acupressure for symptom management among Chinese family caregivers with caregiver stress: a randomized, wait-list controlled trial

Agnes Tiwari, Lixing Lao, Amy XM Wang, Denise ST Cheung, Mike KP So, Doris SF Yu, Terry YS Lum, Helina Yuk, Jerry WF Yeung, Zhang-Jin Zhang
BMC Complementary and Alternative Medicine, v.16 (1), October, 2016, article number: 424

Autoregressive conditional negative binomial model applied to over-dispersed time series of counts

Cathy WS Chen, Mike KP So, Jessica C Li, Songsak Sriboonchitta
Statistical Methodology, v.31, July, 2016, p.73-90

A Bayesian hierarchical model for spatial extremes with multiple durations

Yixin Wang, Mike KP So
Computational Statistics & Data Analysis, v.95, March 2016, p.39-56

Evidence of stock returns and abnormal trading volume: a threshold quantile regression approach

Cathy WS Chen, Mike KP So, Thomas C Chiang
The Japanese Economic Review, v.67 (1), March 2016, p.96-124

Statistical inference for conditional quantiles in nonlinear time series models

Mike KP So, Ray SW Chung
Journal of Econometrics, v.189 (2), December, 2015, p.457-472

Explaining the misuse of information systems resources in the workplace: A dual-process approach

Amanda MY Chu, Patrick YK Chau, Mike KP So
Journal of Business Ethics, v.131 (1), September, 2015, p.209-225

Developing a typological theory using a quantitative approach: A case of information security deviant behavior

Amanda MY Chu, Patrick YK Chau, Mike KP So
Communications of the Association for Information Systems, v.37 (1), September, 2015, article number: 25

Long memory and asymmetry for matrix-exponential dynamic correlation processes

Manabu Asai, Mike KP So
Journal of Time Series Econometrics, v.7 (1), January, 2015, p.69-94

Detecting Relevant Interactions in High Dimensional Data Analysis

Mike KP So, Wai Ming Li
Available at SSRN 2513677, October, 2014

Vine-copula GARCH model with dynamic conditional dependence

Mike KP So, Cherry YT Yeung
Computational Statistics & Data Analysis, v.76, August, 2014, p.655-671

Stochastic covariance models

Manabu Asai, Mike KP So
Journal of the Japan Statistical Society, v.43 (2), March 2014, p.127-162

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

Mike KP So, Raymond KS Chan
Computational Statistics & Data Analysis, v.71, March, 2014, p.568-587

Dynamic seasonality in time series

Mike KP So, Ray SW Chung
Computational Statistics & Data Analysis, v.70, February, 2014, p.212-226

Threshold variable selection of asymmetric stochastic volatility models

Cathy WS Chen, Feng-Chi Liu, Mike KP So
Computational statistics, v.28 (6), December, 2013, p.2415-2447

Stress testing correlation matrices for risk management

Mike KP So, Jerry Wong, Manabu Asai
The North American Journal of Economics and Finance, v.26, December, 2013, p.310-322

Forecasting intraday volatility and value-at-risk with high-frequency data

Mike KP So, Rui Xu
Asia-Pacific Financial Markets, v.20 (1), March, 2013, p.83-111

Generalized predictive information criteria for the analysis of feature events

Mike KP So, Tomohiro Ando
Electronic Journal of Statistics, v.7(1), March, 2013, p.742-762

Multivariate GARCH models with correlation clustering

Mike KP So, Iris WH Yip
Journal of Forecasting, v.31 (5), August, 2012, p.443-468

Estimation of multiple period expected shortfall and median shortfall for risk management

Mike KP So, Chi-Ming Wong
Quantitative Finance, v.12 (5), May 2012, p.739-754

Dynamic relationship among intraday realized volatility, volume and number of trades

Kerr Hatrick, Mike KP So, SW Chung, R Deng
Asia-Pacific Financial Markets, v.18 (3), September, 2011, p.291-317

Classification in segmented regression problems

Cathy WS Chen, Jennifer SK Chan, Mike KP So, Kevin KM Lee
Computational Statistics & Data Analysis, v.55 (7), July, 2011, p.2276-2287

A review of threshold time series models in finance

Cathy WS Chen, Mike KP So, Feng-Chi Liu
Statistics and its Interface, v.4 (2), June, 2011, p.167-181

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

John W Lau, Mike KP So
Statistics and computing, v.21 (1), January, 2011, p.69-81

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

Samuel SK Kwan, Mike KP So, Kar Yan Tam
Information Systems Research, v.21 (4), December, 2010, p.941-959

A multivariate GARCH model with aggregate threshold dynamics

Mike KP So, Iris WH Yip
Available at SSRN 1538690, January, 2010

A threshold factor multivariate stochastic volatility model

Mike KP So, CY Choi
Journal of Forecasting, v. 28 (8), December, 2009, p.712-735

Volatility forecasting with double Markov switching GARCH models

Cathy WS Chen, Mike KP So, Edward MH Lin
Journal of Forecasting, v.28 (8), December, 2009, p.681-697

Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model

Iris WH Yip, Mike KP So
Mathematics and Computers in Simulation, v.80 (2), October, 2009, p.327-340

Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets

Mike KP So, Alex SL Tse
Asia-Pacific Financial Markets, v.16 (3), September, 2009, p.183-210

Asymmetrical Responses to Stock Return News-Evidence from Global Markets Based on a Bayesian Model

Thomas Chinan Chiang, Cathy WS Chen, Mike KP So
Available at SSRN 500005, May 2009

A multivariate threshold stochastic volatility model

Mike KP So, Chi-Young Choi
Mathematics and Computers in Simulation, December, 2008, v.79 (3), p.306-317

Bayesian model selection for heteroskedastic models

Cathy WS Chen, Richard Gerlach, Mike KP So
Bayesian Econometrics, v.23, December, 2008, p.567-594

Bayesian mixture of autoregressive models

John W Lau, Mike KP So
Computational Statistics & Data Analysis, v.53 (1), September, 2008, p.38-60

Heavy‐tailed‐distributed threshold stochastic volatility models in financial time series

Cathy WS Chen, Feng-Chi Liu, Mike KP So
Australian & New Zealand Journal of Statistics, v.50 (1), March, 2008, p.29-51

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

Mike KP So, Cathy WS Chen, Jen-Yu Lee, Yi-Ping Chang
Mathematics and Computers in Simulation, v.77 (1), February, 2008, p.96-108

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

Mike KP So, Cathy WS Chen, Thomas C Chiang, Doris SY Lin
Applied Stochastic Models in Business and Industry, v.23 (4), July, 2007, p.319-338

Asymmetric return and volatility responses to composite news from stock markets

Thomas Chinan Chiang, Cathy WS Chen, Mike KP So
Multinational Finance Journal, v.11 (3/4), June, 2007, p.179-210

Comparison of nonnested asymmetric heteroskedastic models

Cathy WS Chen, Richard Gerlach, Mike KP So
Computational Statistics & Data Analysis, v.51 (4), December, 2006, p.2164-2178

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

Mike KP So
Statistics and Computing, v.16 (2), June, 2006, p.125-141

A comparison of the effects of problem‐based learning and lecturing on the development of students’ critical thinking

Agnes Tiwari, Patrick Lai, Mike So, Kwan Yuen
Medical education, v.40 (6), June, 2006, p.547-554

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

Mike KP So, Cathy WS Chen, Feng-Chi Liu
Journal of the Royal Statistical Society Series C: Applied Statistics, v.55 (2), April, 2006, p.201-224

A multivariate long memory stochastic volatility model

Mike KP So, Susanna WY Kwok
Physica A: Statistical Mechanics and its Applications, v.362 (2), April, 2006, p.450-464

Empirical analysis of GARCH models in value at risk estimation

Mike KP So, LH Philip
Journal of International Financial Markets, Institutions and Money, v.16 (2), April, 2006, p.180-197

On a threshold heteroscedastic model

Cathy WS Chen, Mike KP So
International Journal of Forecasting, v.22 (1), January, 2006, p.73-89

Assessing and testing for threshold nonlinearity in stock returns

Cathy WS Chen, Mike KP So, Richard H Gerlach
Australian & New Zealand Journal of Statistics, v.47 (4), December, 2005, p.473-488

Asymmetric response and interaction of US and local news in financial markets

Cathy WS Chen, Mike KP So, Richard H Gerlach
Applied Stochastic Models in Business and Industry, v.21 (3), June, 2005, p.273-288

A Bayesian threshold nonlinearity test for financial time series

Mike KP So, Cathy WS Chen, Ming‐Tien Chen
Journal of Forecasting, v.24 (1), May, 2005, p.61-75

On conditional moments of GARCH models, with applications to multiple period value at risk estimation

Chi-Ming Wong, Mike KP So
Statistica Sinica, v.13(4), October, 2003, p.1015-1044

Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model

Cathy WS Chen, Thomas C Chiang, Mike KP So
Journal of economics and business, v.55 (5-6), September, 2003, p.487-502

Subset threshold autoregression

Mike KP So, Cathy WS Chen
Journal of Forecasting, v.22 (1), January, 2003, p.49-66

Posterior mode estimation for nonlinear and non-Gaussian state space models

Mike KP So
Statistica Sinica, v.13(1), January, 2003, p.255-274

A threshold stochastic volatility model

Mike KP So, Wai Keung Li, K Lam
Journal of Forecasting, v.21 (7), November, 2002, p.473-500

Returns and volatility asymmetries in global stock markets

Thomas Chinan Chiang, Cathy WS Chen, Mike KP So
Available at SSRN 319010, August, 2002

Bayesian analysis of long memory stochastic volatility models

Mike KP So
Sankhyā: The Indian Journal of Statistics, Series B, v.64 (1), April, 2002, p.1-10

Estimating VaR using long memory GARCH models and multiple period VaR estimation’in the Hong Kong Institute for Monetary Research (HKIMR)

PLH Yu, MKP So
Topics in Value at Risk Estimation, 2002

A Goodness-of-Fit Test Using Relative Entropy

JC Duan, MKP So
working paper, University of Toronto, 2001

Forecasting and trading strategies based on a price trend model

Josephine WC Kwan, K Lam, Mike KP So, Philip LH Yu
Journal of Forecasting, v.19 (6), November, 2000, p.485-498

Long-term memory in stock market volatility

Mike KP So
Applied Financial Economics, v.10 (5), September, 2000, p.519-524

Forecasting exchange rate volatility using autoregressive random variance model

Mike KP So, K Lam, Wai Keung Li
Applied Financial Economics, v.9 (6), December, 1999, p.583-591

Bayesian unit-root testing in stochastic volatility models

Mike KP So, WK Ll
Journal of Business & Economic Statistics, v.17 (4), October, 1999, p.491-496

Time series with additive noise

Mike KP So
Biometrika, v.86 (2), June, 1999,  p.474-482

The impact of futures and options tradings on the Hang Seng Index volatility

MKP So, PLH Yu
International Journal of Finance, v.11 (1), 1999, p. 1238-1254

A stochastic volatility model with Markov switching

Mike KP So, Kin Lam, Wai Keung Li
Journal of Business & Economic Statistics, v.16 (2), April, 1998, p.244-253

Multivariate modelling of the autoregressive random variance process

Mike KP So, Wai Keung Li, K Lam
Journal of Time Series Analysis, v.18 (4), July, 1997, p.429-446

The antifungal effect of lactoferrin and lysozyme on Candida krusei and Candida albicans

YH Samaranayake, LP Samaranayake, PC Wu, M So
Apmis, v.105 (7‐12), July, 1997, p.875-883

Ameloblastoma in Hong Kong Chinese

CSP Poon, PC Wu, MKP So
Hong Kong Medical Journal, v.2 (2), June, 1996, p.172

Prognostic implication of proliferative markers MIB‐1 and PC10 in esophageal squamous cell carcinoma

King‐Yin Lam, Simon Ying‐Kit Law, Mike Ka‐Pui So, Manson Fok, Lily Tung Ma, John Wong
Cancer: Interdisciplinary International Journal of the American Cancer Society, v.77 (1), January, 1996, p.7-13

Prognostic significance of pathologic features of hepatocellular carcinoma a multivariate analysis of 278 patients

Irene OL Ng, Edward CS Lai, Sheung T Fan, Matthew MT Ng, Mike KP So
Cancer: Interdisciplinary International Journal of the American Cancer Society, v.76 (12), December, 1995, p.2443-2448

Overexpression of p53 in hepatocellular carcinomas: a clinicopathological and prognostic correlation

Irene OL Ng, Edward CS Lai, Annie SY Chan, Mike KP So
Journal of gastroenterology and hepatology, v.10 (3), June, 1995, p.250-255

Relationship between the cell surface hydrophobicity and adherence of Candida krusei and Candida albicans to epithelial and denture acrylic surfaces

YH Samaranayake, PC Wu, LP Samaranayake, M So
Apmis, v.103 (7‐8), March 1995, p.707-713

Peripheral blood lymphocyte subsets after allogeneic bone marrow transplantation: reconstitution and correlation with the occurrence of acute graft-versus-host disease

Eric YT Chan, Mike KP So, Albert KW Ue, TK Chan
Asian Pacific Journal of Allergy and Immunology, v.12 (2), December, 1994, p.117-123

Prognostic value of proliferating cell nuclear antigen in phyllodes tumor of the breast

WF Ng, CSP Poon, TT Alagaratnam, EYF Leung, PSF Yip, MKP So
International Journal of Surgical Pathology,v.2 (2), October, 1994, p.125-132

Adhesion and colonisation of Candida krusei on host surfaces

YH Samaranayake, PC Wu, LP Samaranayake, M So, KY Yuen
Journal of medical microbiology, v.41 (4), October, 1994, p.250-258

Flow cytometric analysis of DNA ploidy in hepatocellular carcinoma

Irene OL Ng, Edward CS Lai, Jeff CW Ho, Leslie KN Cheung, Matthew MT Ng, Mike KP So
American journal of clinical pathology, v.102 (1), July, 1994, p.80-86

Prognostic significance of proliferating cell nuclear antigen expression in hepatocellular carcinoma

Irene OL Ng, Edward CS Lai, Sheung T Fan, Matthew Ng, Annie SY Chan, Mike KP So
Cancer: Interdisciplinary International Journal of the American Cancer Society, v.73 (9), May, 1994, p.2268-2274

Expression of Proliferating Cell Nuclear Antigen in Hepatocellular-Carcinoma

Irene OL Ng, Edward CS Lai, Sheung T Fan, Matthew Ng, Annie SY Chan, Mike KP So
HEPATOLOGY, v.18 (4), October 1993, p.A191-A191

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