So Mike K P

Mike K P So

Information about the author Mike K P So will soon be added to the site.
Found 4 papers in total
Stochastic Multivariate Mixture Covariance Model
Stochastic Multivariate Mixture Covariance Model
2017
Stochastic covariance models have been explored in recent research to model the...
Research Note–Applying the Randomized Response Technique to Elicit Truthful Responses to Sensitive Questions in IS Research: The Case of Software Piracy Behavior
Research Note–Applying the Randomized Response Technique to Elicit Truthful Responses to Sensitive Questions in IS Research: The Case of Software Piracy Behavior
2010
Research on software piracy often relies on self‐reports by individual users...
Volatility forecasting with double Markov switching GARCH models
Volatility forecasting with double Markov switching GARCH models
2009
This paper investigates inference and volatility forecasting using a Markov switching...
A threshold factor multivariate stochastic volatility model
A threshold factor multivariate stochastic volatility model
2009
A new multivariate stochastic volatility model is developed in this paper. The main...
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