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

Testing Specification of Distribution in Stochastic Frontier Analysis

Cheng, Ming-yen; Wang, Shouxia; Xia, Lucy; Zhang, Xibin
Journal of Econometrics, 2022
Business Statistics

Vine Copula Statistical Disclosure Control for Mixed-type Data

Chu, Amanda M.Y.; Ip, Chun Yin; Lam, Benson S.Y.; So, Mike Ka Pui
Computational Statistics and Data Analysis, v. 176, 2022, article number 107561
Business Statistics

Single-Block Recursive Poisson–Dirichlet Fragmentations of Normalized Generalized Gamma Processes

James, Lancelot
Mathematics, v. 10, (4), 2022, article number 561
Business Statistics

A Multivariate Randomized Response Model for Sensitive Binary Data

Chu, Amanda M.Y.; Omori, Yasuhiro; So, Hing Yu; So, Mike Ka Pui
Econometrics and Statistics, 26 2022
Business Statistics

Efficient Estimation of High-dimensional Dynamic Covariance by Risk Factor Mapping: Applications for Financial Risk Management

So, Mike Ka Pui; Chan, Wing Chun; Chu, Amanda M.Y.
Journal of Econometrics, v. 227, (1), 2022, p. 151-167
Business Statistics

Assessing Systemic Risk in Financial Markets Using Dynamic Topic Networks

So, Mike Ka Pui .; Mak, Anson S.W.; Chu, Amanda M.Y.
Scientific Reports, v. 12, (1), 2022, article number 2668
Business Statistics

Identifying the Big Shots-a Quantile-matching Way in the Big Data Context

Li, Guangrui (Kayla); So, Mike Ka Pui; Tam, Kar Yan
ACM Transactions on Management Information Systems, v. 13, (2), 2022, article number 19, p. 1-30
Business Statistics

High Dimensional Minimum Variance Portfolio Estimation under Statistical Factor Models

Ding, Yi; Li, Yingying; Zheng, Xinghua
Journal of Econometrics, v. 222, (1), ay 2021, p. 502-515
Business Statistics

Volatility of Volatility: Estimation and Tests Based on Noisy High Frequency Data with Jumps

Li, Yingying; Liu, Guangying; Zhang, Zhiyuan
Journal of Econometrics, v. 229, (2), 2022, p. 422-451
Business Statistics

On The Predictive Power Of Network Statistics For Financial Risk Indicators

Song, Jianhua; Zhang, Zhepei; So, Mike Ka Pui
Journal of International Financial Markets Institution & Money, v. 75, 2021, article number 101420