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

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
Business Statistics

A Simulation Smoother for Long Memory Time Series with Correlated and Heteroskedastic Additive Noise

Asai, Manabu; So, Mike Ka Pui
Communications in Statistics: Simulation and Computation, v. 50, (2), 2021, p. 388-399
Business Statistics

Estimating the Dependence of Mixed Sensitive Response Types in Randomized Response Technique

Chu, Amanda M.Y.; So, Mike Ka Pui; Chan, Wing Chun; Tiwari, Agnes Fung Yee
Statistical Methods in Medical Research, v. 29, (3), 2020, p. 894-910
Business Statistics

A Factor-Adjusted Multiple Testing Procedure with Application to Mutual Fund Selection

Lan, Wei; Du, Lilun
Journal of Business & Economic Statistics, v. 37, (1), 2019, p. 147-157
Business Statistics

Quantile Forecasting based on a Bivariate Hysteretic Autoregressive Model with GARCH Errors and Time -varying Correlations

Chen, Cathy W.S.; Than-Thi, Hong; So, Mike Ka Pui; Sriboochitta, Songsak
Applied Stochastic Models in Business and Industry, v. 35, (6), 2019, p. 1301-1321
Business Statistics

An Empirical Study of Applying Statistical Disclosure Control Methods to Public Health Research

Chu, Amanda M. Y.; Lam, Benson S. Y.; Tiwari, Agnes; So, Mike Ka Pui
International Journal of Environmental Research and Public Health, v. 16, (22), 2019, article number 4519
Business Statistics

Multivariate Modelling of Spatial Extremes Based on Copulas

Chan, Raymond K. S. ISOM; So, Mike Ka Pui
Journal of Statistical Computation and Simulation, v. 88, (12), 2018, p. 2404-2424
Business Statistics

Applying the Randomized Response Technique in Business Ethics Research: The Misuse of Information Systems Resources in the Workplace

Chu, Amanda; So, Mike Ka Pui; Chung, Siu Wa
Journal of Business Ethics, v. 151, (1), 2018, p. 195-212
Business Statistics

On the Inference about the Spectral Distribution of High-Dimensional Covariance Matrix Based on High-Frequency Noisy Observations

Xia, Ningning; Zheng, Xinghua
Annals of Statistics, v. 46, (2), 2018, p. 500-525