Mike K. P. So

Economics and Econometrics · 2002–2020

A researcher in the Science corpus: 6 papers; trusts 2 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Mike K. P. So trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. Daniel B. Nelson
  3. Robert F. Engle
  4. Lawrence R. Glosten
  5. Chris Brooks
  6. Chit-ming. Wong
  7. Jan Beran
  8. Ravi Jagannathan
  9. Ole E. Barndorff-Nielsen
  10. Torben G. Andersen

Who trusts Mike K. P. So overall

  1. Pilar Abad
  2. Cathy W. S. Chen
  3. Carol Alexander
  4. Richard Gerlach
  5. Carmen Broto
  6. Sonia Benito
  7. Esther Ruiz
  8. Elizabeth Sheedy
  9. Carmen López
  10. Michael Mcaleer

Papers from Mike K. P. So's perspective

Ordered by how strongly the researchers Mike K. P. So trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Statistics for long-memory processes
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Long and short term dynamic causal transmission amongst international stock markets
  8. Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model
  9. Stock Returns and Volatility
  10. A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate

Their papers