Publications

Our Faculty members are frequent contributors to world-renowned journals and serve on editorial boards of top IS, OR and Statistics academic journals.

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Business Statistics

Poisson Calculus for Spatial Neutral to the Right Processes

James, Lancelot
The Annals of Statistics, v. 34, (1), 2006, p. 416-440
Business Statistics

Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors

So, Mike Ka Pui; Chen, Cathy W.S.; Liu, Feng Chi
Journal of the Royal Statistical Society. Series C: Applied Statistics, v. 55, (2), 2006, p. 201-224
Business Statistics

Comparison of Nonnested Asymmetric Heteroskedastic Models

Chen, Cathy W.S.; Gerlach, Richard; So, Mike Ka Pui
Computational statistics & data analysis, v. 51, (4), 2006, p. 2164-2178
Business Statistics

Bayesian Analysis of Nonlinear and Non-Gaussian State Space Models via Multiple-Try Sampling Methods

So, Mike Ka Pui
Statistics and computing, v. 16, (2), 2006, p. 125-141
Business Statistics

Optimal Contracts in Continuous-Time Models

Cvitanic, Jaksa; Wan, Xuhu; Jianfeng, Zhang
J. of Applied Mathematics and Stochastic Analysis, To appear
Business Statistics

A Multivariate Long Memory Stochastic Volatility Model

So, Mike Ka Pui; Kwok, SWY
PHYSICA a-statistical MECHANICS and ITS APPLICATIONS, v. 362, (2), 20061, p. 450-464
Business Statistics

On a threshold Heteroscedastic Model

Chen, CWS; So, Mike Ka Pui
International journal of forecasting, v. 22, (1), 2006, p. 73-89
Business Statistics

Conjugacy as a Distinctive Feature of the Dirichlet Process

James, Lancelot; Lijoi, A.; Prunster, I.
Scandinavian journal of statistics, v. 33, (1), 2006, p. 105-120
Business Statistics

Asymmetric Response and Interaction of US and Local News in Financial Markets

Chen, CWS; So, Mike Ka Pui; Gerlach, RH
Applied stochastic models in business and industry, v. 21, (3), 2005, p. 273-288
Business Statistics

A Bayesian threshold nonlinearity test for financial time series

So, Mike Ka Pui; Chen, CWS; Chen, MT
Journal of forecasting, v. 24, (1), 2005, p. 61-75