Don't have a Croucher account?
If the email exists, a password reset email has been sent.
Mike So is a faculty member in the Department of Information Systems, Business Statistics and Operations Management (ISOM) at the Hong Kong University of Science and Technology (HKUST). He received his PhD in Statistics and BSc in Applied Mathematics from the University of Hong Kong in 1996 and 1991, respectively. Joining HKUST in 1996, he was promoted to full professor in 2019.
His research interests include nonlinear time series analysis, financial time series modeling, market volatility, and the dynamic structure of economic data. He is particularly known for his contributions to Value at Risk estimation in financial markets.
Stay in the loop!
Subscribe to keep up with the latest from Croucher Foundation.