Publications

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

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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
Business Statistics

Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and Beta-Gamma processes

James, Lancelot
The Annals of Statistics, v. 33, (2), 2005, p. 647-660
Business Statistics

Random Weighted Bootstrap Method for Recurrent Events with Informative Censoring

Chiang, CT; James, Lancelot; Wang, MC
Lifetime data analysis, v. 11, (4), 2005, p. 489-509
Business Statistics

Computational Methods for Multiplicative Intensity Models using Weighted Gamma Processes: Proportional Hazards, Marked Point Processes, and Panel Count Data

Ishwaran, Hemant; James, Lancelot
Journal of the American Statistical Association, v. 99, (465), 2004, p. 175-190
Business Statistics

On Conditional Moments of Garch mMdels, with Applications to Multiple Period Value at Risk Estimation

Wong, CM; So, Mike Ka Pui
Statistica Sinica, v. 13, (4), 2003,p. 1015-1044
Business Statistics

A Simple Proof of the Almost Sure Discreteness of a Class of Random Measures

James, Lancelot
Statistics & probability letters, v. 65, (4), 2003, 15, p. 363-368
Business Statistics

Some Further Developments for Stick-Breaking Priors: Finite and Infinite Clustering and Classification

Ishwaran, Hemant; James, Lancelot
Sankhy?: The Indian Journal of Statistics, v. 65 no. 3 (2003), p. 577-592
Business Statistics

Assymetrical Reaction to US Stock-Return News: Evidence from Major Stock Markets based on a Double-Threshold Model

Chen, Cathy W.S.; Chiang, Thomas C.; So, Mike Ka Pui
Journal of Economics and Business, v. 55, (5-6), 2003, p. 487-502
Business Statistics

Posterior Mode Estimation for Nonlinear and Non-Gaussian State Space Models

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