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

On the Performance of the Bayesian Composite Likelihood Estimation of Max-stable Processes

Chan, Raymond K.S.; So, Mike Ka Pui
Journal of statistical computation and simulation, v. 87, (15), 2017, p. 2869-2881
Business Statistics

Stochastic Multivariate Mixture Covariance Model

So, Mike Ka Pui; Li, Raymond W M; Asai, Manabu; Jiang, Yue
Journal of Forecasting, v. 36, (2), 2017, p. 139-155
Business Statistics

Relatives of the Ewens Sampling Formula in Bayesian Nonparametrics

Favaro, Stefano; James, Lancelot
Statistical Science, v. 31, (1), 2016, p. 30-33
Business Statistics

Efficient Estimation of Integrated Volatility Incorporating Trading Information

Li, Yingying; Xie, Shangyu; Zheng, Xinghua
Journal of Econometrics, v. 195, (1), 2016, p. 33-50
Business Statistics

Autoregressive Conditional Negative Binomial Model Applied to Over-Dispersed Time Series of Counts

Chen, Cathy W.S.; So, Mike Ka Pui; Li, Jessica C.; Sriboonchitta, Songsak
Statistical Methodology, v. 31, 2016, p. 73-90
Business Statistics

Model Selection of a Switching Mechanism for Financial Time Series

Truong, Buu-Chau; Chen, Cathy W.S.; So, Mike Ka Pui
Applied Stochastic Models in Business and Industry, v. 32, (6), 2016, p. 836-851
Business Statistics

A Bayesian hierarchical model for spatial extremes with multiple durations

Wang, Yixin; So, Mike Ka Pui
Computational Statistics and Data Analysis, v. 95, 2016, p. 39-56
Business Statistics

Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach

Chen, Cathy W.S.; So, Mike Ka Pui .; Chiang, Thomas C.
Japanese Economic Review, v. 67, (1), 2016, p. 96-124
Business Statistics

Explaining the Misuse of Information Systems Resources in the Workplace: A Dual-process Approach

Chu, Amanda M.Y.; Chau, Patrick Y.K.; So, Mike Ka Pui
Journal of Business Ethics, v. 131, (1), 2015, p. 209-225
Business Statistics

Rounding Errors and Volatility Estimation

Li, Yingying; Mykland, Per Aslak
Journal of Financial Econometrics, v. 13, (2), 2015, article number nbu005, p. 478-504