The following pages link to Mike K. P. So (Q647175):
Displaying 50 items.
- A review of threshold time series models in finance (Q647177) (← links)
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts (Q670111) (← links)
- A Monte Carlo Markov chain algorithm for a class of mixture time series models (Q692950) (← links)
- Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (Q836967) (← links)
- Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
- Classification in segmented regression problems (Q901624) (← links)
- Comparison of nonnested asymmetric heteroskedastic models (Q1010561) (← links)
- Bayesian mixture of autoregressive models (Q1023925) (← links)
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)
- Dynamic seasonality in time series (Q1615231) (← links)
- Bayesian randomized response technique with multiple sensitive attributes: the case of information systems resource misuse (Q1621054) (← links)
- Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
- Vine-copula GARCH model with dynamic conditional dependence (Q1623562) (← links)
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
- Forecasting intraday volatility and value-at-risk with high-frequency data (Q1945435) (← links)
- Generalized predictive information criteria for the analysis of feature events (Q1951133) (← links)
- Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management (Q2116329) (← links)
- Financial network connectedness and systemic risk during the COVID-19 pandemic (Q2166079) (← links)
- Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions (Q2189604) (← links)
- Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
- An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445) (← links)
- Vine copula statistical disclosure control for mixed-type data (Q2674512) (← links)
- Realized BEKK-CAW models (Q2693372) (← links)
- Estimation of multiple period expected shortfall and median shortfall for risk management (Q2869963) (← links)
- Stochastic Covariance Models (Q2926309) (← links)
- Modelling financial time series with threshold nonlinearity in returns and trading volume (Q3505196) (← links)
- Bayesian model selection for heteroskedastic models (Q3573007) (← links)
- (Q3580294) (← links)
- Miscellanea. Time series with additive noise (Q4267778) (← links)
- (Q4450671) (← links)
- Model selection of a switching mechanism for financial time series (Q4620173) (← links)
- Multivariate <scp>GARCH</scp> Models with Correlation Clustering (Q4687275) (← links)
- Stochastic Multivariate Mixture Covariance Model (Q4687595) (← links)
- (Q4801753) (← links)
- Multivariate modelling of spatial extremes based on copulas (Q4960693) (← links)
- Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
- A simulation smoother for long memory time series with correlated and heteroskedastic additive noise (Q5083988) (← links)
- On the performance of the Bayesian composite likelihood estimation of max-stable processes (Q5106978) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
- ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS (Q5438584) (← links)
- Asymmetric response and interaction of U.S. and local news in financial markets (Q5467291) (← links)
- Best Subset Selection of Autoregressive Models with Exogenous Variables and Generalized Autoregressive Conditional Heteroscedasticity Errors (Q5757824) (← links)
- Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis (Q6168909) (← links)
- Stochastic actor-oriented modelling of the impact of COVID-19 on financial network evolution (Q6541822) (← links)
- Heavy-tailed-distributed threshold stochastic volatility models in financial time series (Q6573726) (← links)
- Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time-varying correlations (Q6574634) (← links)
- Statistical disclosure control for continuous variables using an extended skew-t copula (Q6580692) (← links)
- Discussion of: ``Multivariate dynamic modeling for Bayesian forecasting of business revenue'' (Q6581484) (← links)
- Volatility and dynamic dependence modeling: review, applications, and financial risk management (Q6602371) (← links)
