Mike K. P. So

List of publications from the DBLP Bibliography Server - FAQ

2008

5 EE John W. Lau, Mike K. P. So: Bayesian mixture of autoregressive models. Computational Statistics & Data Analysis 53(1): 38-60 (2008)

4 EE Mike K. P. So, Cathy W. S. Chen, Jen-Yu Lee, Yi-Ping Chang: An empirical evaluation of fat-tailed distributions in modeling financial time series. Mathematics and Computers in Simulation 77(1): 96-108 (2008)

3 EE Mike K. P. So, C. Y. Choi: A multivariate threshold stochastic volatility model. Mathematics and Computers in Simulation 79(3): 306-317 (2008)

2006

2 EE Cathy W. S. Chen, Richard Gerlach, Mike K. P. So: Comparison of nonnested asymmetric heteroskedastic models. Computational Statistics & Data Analysis 51(4): 2164-2178 (2006)

1 EE Mike K. P. So: Bayesian analysis of nonlinear and non-Gaussian state space models via multiple-try sampling methods. Statistics and Computing 16(2): 125-141 (2006)

2008
5	EE	John W. Lau, Mike K. P. So: Bayesian mixture of autoregressive models. Computational Statistics & Data Analysis 53(1): 38-60 (2008)
4	EE	Mike K. P. So, Cathy W. S. Chen, Jen-Yu Lee, Yi-Ping Chang: An empirical evaluation of fat-tailed distributions in modeling financial time series. Mathematics and Computers in Simulation 77(1): 96-108 (2008)
3	EE	Mike K. P. So, C. Y. Choi: A multivariate threshold stochastic volatility model. Mathematics and Computers in Simulation 79(3): 306-317 (2008)
2006
2	EE	Cathy W. S. Chen, Richard Gerlach, Mike K. P. So: Comparison of nonnested asymmetric heteroskedastic models. Computational Statistics & Data Analysis 51(4): 2164-2178 (2006)
1	EE	Mike K. P. So: Bayesian analysis of nonlinear and non-Gaussian state space models via multiple-try sampling methods. Statistics and Computing 16(2): 125-141 (2006)

Coauthor Index