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

High-Dimensional Minimum Variance Portfolio Estimation Based on High-Frequency Data

Cai, Tianwen Tony; Hu, Jianchang; Li, Yingying; Zheng, Xinghua
Journal of Econometrics, v. 214, (2), 2020, p. 482-494
Business Statistics

Organizational Information Security Management for Sustainable Information Systems: An Unethical Employee Information Security Behavior Perspective

Chu, Amanda M. Y.; v
Sustainability, v. 12, (8), 2020, article number 3163, p. 1-25
Business Statistics

An Empirical Bayes Method for Chi-Squared Data

Du, Lilun; Hu, Inchi
Journal of the American Statistical Association, 2020
Business Statistics

A GARCH Model with Artificial Neural Networks

Liu, Wing Ki; So, Mike Ka Pui; Chu, Man Ying
Information, v. 11, (10), 2020, article number 489, p. 1-17
Business Statistics

Quasi-maximum Likelihood Estimation of Conditional Autoregressive Wishart Models

Asai, Manabu; So, Mike Ka Pui
Journal of Time Series Analysis, v. 42, (3), 2021, p. 271-294
Business Statistics

Regularization of Bayesian Quasi-Likelihoods Constructed From Complex Estimating Functions

Chung, Siu Wa; So, Mike Ka Pui; Chu, Amanda M. Y.; Chan, Wing Chun
Computational Statistics & Data Analysis, v. 150, 2020, article number 106977
Business Statistics

A Projection-Based Conditional Dependence Measure With Applications to High-Dimensional Undirected Graphical Models

Fan, Jianqing; Feng, Yang; Xia, Lucy
Journal of Econometrics, v. 218, (1), 2020, p. 119-139
Business Statistics

On Hysteretic Vector Autoregressive Model with Applications

Chen, Cathy W. S.; Hong, Than-Thi; So, Mike Ka Pui
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 89, (2), 2019, p. 191-210
Business Statistics

Inferactive Data Analysis

Bi, Nan; Markovic, Jelena; Xia, Lucy; Taylor, Jonathan
Scandinavian Journal of Statistics, 2019
Business Statistics

Estimating the Integrated Volatility with Tick Observations

Jacod, Jean; Li, Yingying; Zheng, Xinghua
Journal of Econometrics, v. 208, (1), 2019, p. 80-100