COVID-19 Pandemic Risk Assessment: Systematic Review von Chu, Amanda M Y, Kwok, Patrick W H, Chan, Jacky N L, So, Mike K P

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On a threshold heteroscedastic model von Chen, Cathy W.S., So, Mike K.P.

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A multivariate long memory stochastic volatility model von So, Mike K.P., Kwok, Susanna W.Y.

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Bayesian analysis of nonlinear and non-Gaussian state space models via multiple-try sampling methods von So, Mike K. P.

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ON CONDITIONAL MOMENTS OF GARCH MODELS, WITH APPLICATIONS TO MULTIPLE PERIOD VALUE AT RISK ESTIMATION von Wong, Chi-Ming, So, Mike K. P.

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Miscellanea. Time series with additive noise von So, M.

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

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A Stochastic Volatility Model with Markov Switching von So, Mike K. P., Lam, K., Li, W. K.

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POSTERIOR MODE ESTIMATION FOR NONLINEAR AND NON-GAUSSIAN STATE SPACE MODELS von So, Mike K. P.

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Extending Structure Life via Intelligent Digitization: the Nibelungen Bridge as a Pilot Project von Kang, Chongjie, Bartels, Jan-Hauke, Voigt, Chris, Marx, Steffen

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The initial structural health monitoring system of the Nibelungen Bridge Worms von Eisermann, Cedric, Voigt, Chris, Marx, Steffen, Kang, Chongjie

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ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS von Chen, Cathy W.S., So, Mike K.P., Gerlach, Richard H.

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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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Detecting wire breaks in post-tensioned tendons of wind turbines: A signal energy spectrum analysis approach von Xu, Ronghua, Lange, Alexander, Käding, Max, Ostermann, Jörn, Marx, Steffen

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Acoustic Emission Detection in Noisy Environments using Linear Prediction von Lange, Alexander, Xu, Ronghua, Käding, Max, Marx, Steffen, Ostermann, Jörn

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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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Asymmetric response and interaction of U.S. and local news in financial markets von Chen, Cathy W. S., So, Mike K. P., Gerlach, Richard H.

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Guideline for the strategic application of monitoring of road bridges in Germany von Wedel, Frederik, Pitters, Sarah, Herrmann, Ralf, Schneider, Ronald, Hille, Falk, Hindersmann, Iris

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

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Time Series with Additive Noise von SO, M. K. P

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