Publications

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

AMY Chu, H So, LWL Yu, BPY Ho, SSY Chang, LSH Chan, CKL Or, MKP So
BMC nursing, December 2025

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

AMY Chu, JTY Tsang, SSC Chan, LSH Chan, MKP So
Communications Medicine, v.5 (1), May 2025, article number 179

A multivariate randomized response model for mixed-type data

AMY Chu, Y Omori, H So, MKP 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

LSH Chan, AMY Chu, MKP 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

AMY Chu, DHY Woo, A Tiwari, H Yuk, MKP So
Current Psychology, v.44 (1), January 2025, p. 73-84

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

M Asai, AMY Chu, MKP So
Journal of Data Science, v.23 (1), January 2025

Bayesian systemic risk analysis using latent space network models

MKP So, TWC Chan, AMY Chu
Data Science in Science, v.3 (1), December, 2024, article number: 2381724

COVID-19 Pandemic Risk Assessment: Systematic Review

AMY Chu, PWH Kwok, JNL Chan, MKP 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

AMY Chu, JTY Tsang, A Tiwari, H Yuk, MKP 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

AMY Chu, LSH Chan, SSY Chang, A Tiwari, H Yuk, MKP 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

LSH Chan, AMY Chu, MKP So
arXiv preprint arXiv:2409.08965, September, 2024

Linkage vector autoregressive model

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

Graphical copula GARCH modeling with dynamic conditional dependence

LSH Chan, AMY Chu, MKP 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

BSY Lam, AMY Chu, JNL Chan, MKP So
Health Data Science, v.4, February, 2024, article ID: 0116

Standardized local assortativity in networks and systemic risk in financial markets

MKP So, ASW Mak, JNL Chan, AMY 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

AMY Chu, BSY Lam, JTY Tsang, A Tiwari, H Yuk, JNL Chan, MKP 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

AMY Chu, ACY Chong, NHT Lai, A Tiwari, MKP 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

BH Beygi, KT Wang, HL Chan, HD Wu, PHT Hung, MKP So, T Kwong, MS 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

KC Ng, PF Ke, MKP So, KY Tam
Production and Operations Management, v.32 (7), July, 2023, p. 2101-2122

A multivariate randomized response model for sensitive binary data

AMY Chu, Y Omori, H So, MKP So
 Econometrics and Statistics, 27, July, 2023, p.16-35

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

KYK Wang, CWS Chen, MKP So
Computational Statistics & Data Analysis, v.182, June, 2023, article number: 107702

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

MKP So, CWS Chen
Applied Stochastic Models in Business and Industry, v.39 (3), May, 2023, p.310-311

Realized BEKK-CAW Models

M Asai, MKP 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

MKP So, AMY Chu, A Tiwari
Nurse Education Today, v.121, February, 2023, article number: 105676

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

LSH Chan, AMY Chu, MKP 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

KT Wang, T Kwong, B Hassan Beygi, MKP So, PHT Hung, MS 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

WK Liu, AMY Chu, MKP So
Advances in Financial Planning and Forecasting, December, 2022, p.113-137

Vine copula statistical disclosure control for mixed-type data

AMY Chu, CY Ip, BSY Lam, MKP So
Computational Statistics & Data Analysis, v.176, December, 2022, article number: 107561

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

MKP So, AMY Chu, CCY Lo, CY 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

MKP So, AMY Chu, A 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

MKP So, JNL Chan, AMY Chu
Journal of Risk and Financial Management, v.15 (6), May, 2022, p.240

Predicting the burden of family caregivers from their individual characteristics

MKP So, H Yuk, A Tiwari, STY Cheung, AMY 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

K Liu, CK Or, MKP So, B Cheung, B Chan, A Tiwari, J Tan
Applied Ergonomics v.100, April, 2022, article number: 103667

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

G Li, MKP So, KY 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

MKP So, TWC Chan, AMY Chu
Journal of Econometrics, v.227 (1), March, 2022, p.151-167

Assessing systemic risk in financial markets using dynamic topic networks

MKP So, ASW Mak, AMY 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

AMY Chu, JTY Tsang, A Tiwari, H Yuk, MKP 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

AMY Chu, TWC Chan, MKP So
PLoS one, v.17 (1), January, 2022, article number: e0261969

Dynamic covariance modeling with artificial neural networks

WK Liu, MKP So, AMY 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

CWS Chen, MKP So, FC Liu
Epidemiology & Infection, v.150, January, 2022, article number: e161

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

AMY Chu, CY Ip, BSY Lam, MKP 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

KK Tang, KC Li, MKP 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

AMY Chu, LSH Chan, MKP So
Stat, v.10 (1), December, 2021, article number: e408

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

MKP So, LSH Chan, AMY Chu
Asia-Pacific Financial Markets, v.28 (4), December, 2021, p.649-665

On the predictive power of network statistics for financial risk indicators

J Song, Z Zhang, MKP 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

JTY Tsang, MKP So, ACY Chong, BSY Lam, AMY Chu
Education Sciences, v.11 (8), August, 2021, p.446

Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models

M Asai, MKP 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

AMY Chu, CKW Liu, MKP So, BSY 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

AMY Chu, JNL Chan, JTY Tsang, A Tiwari, MKP 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

AMY Chu, TWC Chan, MKP So, WK 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?

AMY Chu, A Tiwari, JNL Chan, MKP 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

MKP So, AMY Chu, A Tiwari, JNL 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

A Tiwari, MKP So, ACY Chong, JNL Chan, AMY 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

M Asai, MKP 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

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

A latent space modeling approach to interfirm relationship analysis

KC Ng, MKP So, KY 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

MKP So, AMY Chu, TWC 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

AMY Chu, JTY Tsang, JNL Chan, A Tiwari, MKP So
Journal of travel medicine, v.27 (8), December, 2020, article number: taaa176

A GARCH model with artificial neural networks

WK Liu, MKP So
Information, v.11 (10), October, 2020, article number: 489

Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions

RSW Chung, MKP So, AMY Chu, TWC 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

MKP So, AMY Chu, A Tiwari, JNL Chan
medRxiv, 2020.09. 17.20197020, September, 2020

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

AMY Chu, A Tiwari, MKP So
Journal of travel medicine v. 27 (5),  July, 2020, article number: taaa084

Visualizing COVID-19 pandemic risk through network connectedness

MKP So, A Tiwari, AMY Chu, JTY Tsang, JNL 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

DST Cheung, A Tiwari, WF Yeung, DSF Yu, MKP So, PH Chau, XM Wang, TYS Lum, HYKY Fung, BYMN, ZJ Zhang, L 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

AMY Chu, MKP 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

CK Or, K Liu, MKP So, B Cheung, LYC Yam, A Tiwari, YFE Lau, T Lau, PSG Hui, HC Cheng, J Tan, MT 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

AMY Chu, MKP So, TWC Chan, A 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

AMY Chu, BSY Lam, A Tiwari, MKP 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

CWS Chen, H Than‐Thi, MKP So, S 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

DST Cheung, CK Or, MKP So, K Ho, A 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

ACY Chong, AMY Chu, MKP So, RSW 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

VYT Chan, W Lau, MKP So, W Leung
International Journal of Gynecology & Obstetrics, v.144 (2), February, 2019, p.192-198

On hysteretic vector autoregressive model with applications

CWS Chen, H Than-Thi, MKP 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

RA Magtanggol III De Guzman, MKP 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

MKP So, WK Liu, AMY Chu
Advances in Decision Sciences, December, 2018, p.1-35

Special issue on risk management

JM Maheu, M Paolella, TK Siu, MKP So
Econometrics and statistics, v.8, October, 2018, p.159-160

Usability testing of a smartphone application for delivering qigong training

DST Cheung, CKL Or, MKP So, A 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

RSW Chung, AMY Chu, MKP So
The Annals of Applied Statistics, v.12 (3), September, 2018, p. 1969-1992 

Multivariate modelling of spatial extremes based on copulas

RKS Chan, MKP 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

AMY Chu, RWM Li, MKP 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

AMY Chu, MKP So, RSW 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

G Li, MKP So, X Zhang, KY 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

RKS Chan, MKP So
Journal of Statistical Computation and Simulation, v.87 (15), October, 2017, p.2869-2881

Stochastic multivariate mixture covariance model

MKP So, RWM Li, M Asai, Y Jiang
Journal of Forecasting, v.36 (2), March, 2017, p.139-155

Model selection of a switching mechanism for financial time series

BC Truong, CWS Chen, MKP 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

A Tiwari, L Lao, AXM Wang, DST Cheung, MKP So, DSF Yu, TYS Lum, H Yuk, JWF Yeung, ZJ 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

CWS Chen, MKP So, JC Li, S Sriboonchitta
Statistical Methodology, v.31, July, 2016, p.73-90

A Bayesian hierarchical model for spatial extremes with multiple durations

Y Wang, MKP 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

CWS Chen, MKP So, TC Chiang
The Japanese Economic Review, v.67 (1), March 2016, p.96-124

Statistical inference for conditional quantiles in nonlinear time series models

MKP So, RSW 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

AMY Chu, PYK Chau, MKP 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

AMY Chu, PYK Chau, MKP 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

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

Detecting Relevant Interactions in High Dimensional Data Analysis

MKP So, WM Li
Available at SSRN 2513677, October, 2014

Vine-copula GARCH model with dynamic conditional dependence

MKP So, CYT Yeung
Computational Statistics & Data Analysis, v.76, August, 2014, p.655-671

Stochastic covariance models

M Asai, MKP 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

MKP So, RKS Chan
Computational Statistics & Data Analysis, v.71, March, 2014, p.568-587

Dynamic seasonality in time series

MKP So, RSW Chung
Computational Statistics & Data Analysis, v.70, February, 2014, p.212-226

Threshold variable selection of asymmetric stochastic volatility models

CWS Chen, FC Liu, MKP So
Computational statistics, v.28 (6), December, 2013, p.2415-2447

Stress testing correlation matrices for risk management

MKP So, J Wong, M 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

MKP So, R Xu
Asia-Pacific Financial Markets, v.20 (1), March, 2013, p.83-111

Generalized predictive information criteria for the analysis of feature events

MKP So, T Ando
Electronic Journal of Statistics, v.7(1), March, 2013, p.742-762

Multivariate GARCH models with correlation clustering

MKP So, IWH Yip
Journal of Forecasting, v.31 (5), August, 2012, p.443-468

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

MKP So, CM Wong
Quantitative Finance, v.12 (5), May 2012, p.739-754

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

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

Classification in segmented regression problems

CWS Chen, JSK Chan, MKP So, KKM Lee
Computational Statistics & Data Analysis, v.55 (7), July, 2011, p.2276-2287

A review of threshold time series models in finance

CWS Chen, MKP So, FC 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

JW Lau, MKP 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

SSK Kwan, MKP So, KY Tam
Information Systems Research, v.21 (4), December, 2010, p.941-959

A multivariate GARCH model with aggregate threshold dynamics

MKP So, IWH Yip
Available at SSRN 1538690, January, 2010

A threshold factor multivariate stochastic volatility model

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

Volatility forecasting with double Markov switching GARCH models

CWS Chen, MKP So, EMH Lin
Journal of Forecasting, v.28 (8), December, 2009, p.681-697

Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model

IWH Yip, MKP 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

MKP So, ASL 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

TC Chiang, CWS Chen, MKP So
Available at SSRN 500005, May 2009

A multivariate threshold stochastic volatility model

MKP So, CY Choi
Mathematics and Computers in Simulation, December, 2008, v.79 (3), p.306-317

Bayesian model selection for heteroskedastic models

CWS Chen, R Gerlach, MKP So
Bayesian Econometrics, v.23, December, 2008, p.567-594

Bayesian mixture of autoregressive models

JW Lau, MKP So
Computational Statistics & Data Analysis, v.53 (1), September, 2008, p.38-60

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

CWS Chen, FC Liu, MKP 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

MKP So, CWS Chen, JY Lee, YP 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

MKP So, CWS Chen, TC Chiang, DSY 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

TC Chiang, CWS Chen, MKP So
Multinational Finance Journal, v.11 (3/4), June, 2007, p.179-210

Comparison of nonnested asymmetric heteroskedastic models

CWS Chen, R Gerlach, MKP 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

MKP 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

A Tiwari, P Lai, MKP So, K 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

MKP So, CWS Chen, FC 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

MKP So, SWY 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

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

On a threshold heteroscedastic model

CWS Chen, MKP So
International Journal of Forecasting, v.22 (1), January, 2006, p.73-89

Assessing and testing for threshold nonlinearity in stock returns

CWS Chen, MKP So, RH 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

CWS Chen, MKP So, RH 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

MKP So, CWS Chen, MT 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

CM Wong, MKP 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

CWS Chen, TC Chiang, MKP So
Journal of economics and business, v.55 (5-6), September, 2003, p.487-502

Subset threshold autoregression

MKP So, CWS Chen
Journal of Forecasting, v.22 (1), January, 2003, p.49-66

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

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

A threshold stochastic volatility model

MKP So, WK Li, K Lam
Journal of Forecasting, v.21 (7), November, 2002, p.473-500

Returns and volatility asymmetries in global stock markets

TC Chiang, CWS Chen, MKP So
Available at SSRN 319010, August, 2002

Bayesian analysis of long memory stochastic volatility models

MKP 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

JWC Kwan, K Lam, MKP So, PLH Yu
Journal of Forecasting, v.19 (6), November, 2000, p.485-498

Long-term memory in stock market volatility

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

Forecasting exchange rate volatility using autoregressive random variance model

MKP So, K Lam, WK Li
Applied Financial Economics, v.9 (6), December, 1999, p.583-591

Bayesian unit-root testing in stochastic volatility models

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

Time series with additive noise

MKP 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

MKP So, K Lam, WK Li
Journal of Business & Economic Statistics, v.16 (2), April, 1998, p.244-253

Multivariate modelling of the autoregressive random variance process

MKP So, WK 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, MKP 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

KY Lam, SYK Law, MKP So, M Fok, LT Ma, J 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

IOL Ng, ECS Lai, ST Fan, MMT Ng, MKP 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

IOL Ng, ECS Lai, ASY Chan, MKP 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, MKP 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

EYT Chan, MKP So, AKW 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, MKP So, KY Yuen
Journal of medical microbiology, v.41 (4), October, 1994, p.250-258

Flow cytometric analysis of DNA ploidy in hepatocellular carcinoma

IOL Ng, ECS Lai, JCW Ho, LKN Cheung, MMT Ng, MKP 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

IOL Ng, ECS Lai, ST Fan, M Ng, ASY Chan, MKP 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

IOL Ng, ECS Lai, ST Fan, MMT Ng, ASY Chan, MKP So
HEPATOLOGY, v.18 (4), October 1993, p.A191-A191

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