Empirical analysis of GARCH models in value at risk estimation von So, Mike K.P., Yu, Philip L.H.

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Volatility forecasting with double Markov switching GARCH models von Chen, Cathy W. S., So, Mike K. P., Lin, Edward M. H.

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A threshold factor multivariate stochastic volatility model von So, Mike K. P., Choi, C. Y.

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A threshold stochastic volatility model von So, Mike K. P., Li, W. K., Lam, K.

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Best subset selection of autoregressive models with exogenous variables and generalized autoregressive conditional heteroscedasticity errors von So, Mike K. P., Chen, Cathy W. S., Liu, Feng-Chi

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A Bayesian threshold nonlinearity test for financial time series von So, Mike K. P., Chen, Cathy W. S., Chen, Ming-Tien

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Subset threshold autoregression von So, Mike K. P., Chen, Cathy W. S.

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Long-term memory in stock market volatility von So, Mike K. P.

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Forecasting exchange rate volatility using autoregressive random variance model von So, Mike K. P., Lam, K., Li, W. K.

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Multivariate modelling of the autoregressive random variance process von So, Mike K. P., Li, W. K., Lam, K.

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Forecasting and trading strategies based on a price trend model von Kwan, Josephine W. C., Lam, K., So, Mike K. P., Yu, Philip L. H.

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Prognostic Value of Proliferating Cell Nuclear Antigen in Phyllodes Tumor of the Breast von Ng, W.F., Poon, C.S.P., Alagaratnam, T.T., Leung, E.Y.F., Yip, P.S.F., So, M.K.P.

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Spatial and temporal evolution of laser-induced flame kernels in a methane jet injected into air von Chen, Chaoxu, Hardalupas, Yannis, Taylor, Alex M.K.P.

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H2 enrichment of CH4 blends in lean premixed gas turbine combustion: An experimental study on effects on flame shape and thermoacoustic oscillation dynamics von Karlis, Efstathios, Liu, Yushuai, Hardalupas, Yannis, Taylor, Alexander M.K.P.

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Extinction strain rate suppression of the precessing vortex core in a swirl stabilised combustor and consequences for thermoacoustic oscillations von Karlis, Efstathios, Liu, Yushuai, Hardalupas, Yannis, Taylor, Alexander M.K.P.

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Science review of internal combustion engines von Taylor, Alex M.K.P.

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Wake Intrusions in the EEG: A Novel Application of the Odds Ratio Product in Identifying Subthreshold Arousals within COMISA patients von Gratton, M.K.P., Hamilton, N.A., Gerardy, B., Younes, M., Mazzotti, D.R.

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Engine performance and emissions from a fumigated hydrogen/ammonia compression ignition engine with a hydrogen peroxide pilot von Paterson, Gregor, Tingas, Efstathios-Al, Hardalupas, Yannis, Taylor, Alexander M.K.P.

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A detailed CO2(1B2) chemiluminescence chemical kinetics model for carbon monoxide and hydrocarbon oxidation von Liu, Yushuai, Hardalupas, Yannis, Taylor, Alexander M.K.P.

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H 2 enrichment of CH 4 blends in lean premixed gas turbine combustion: An experimental study on effects on flame shape and thermoacoustic oscillation dynamics von Karlis, Efstathios, Liu, Yushuai, Hardalupas, Yannis, Taylor, Alexander M.K.P.

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