Huei Ching Soo

Dr

  • EH14 4AS

    United Kingdom

20152020

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  • Bayesian portfolio mean-variance efficiency test with sharpe ratio’s sampling error

    Kao, L-J., Soo, H. C. & Lee, C. F., 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning. World Scientific Publishing, Vol. 3. p. 3241-3261 21 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Prediction of the start of next recession using latent factors

    Pooi, A. H., Soo, H. C. & Pan, W-Y., 25 Oct 2016, 4th International Conference on Quantitative Sciences and Its Applications (ICOQSIA 2016). AIP Publishing, 050013. ( AIP Conference Proceedings; vol. 1782, no. 1).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Open Access
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  • Prediction of Malaysian Monthly GDP

    Hin, P. A., Soo, H. C. & Yeing, P. W., 2015, INNOVATION AND ANALYTICS CONFERENCE AND EXHIBITION (IACE 2015): PROCEEDINGS OF THE 2ND INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION. Ibrahim, A., Zulkepli, J., Aziz, N., Ahmad, N. & Abdul-Rahman, S. (eds.). AIP Publishing, 7 p. 050020. (AIP Conference Proceedings; vol. 1691).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution