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Stanley Iat-Meng Ko

Personal Details

First Name:Stanley Iat-Meng
Middle Name:
Last Name:Ko
Suffix:
RePEc Short-ID:pko1096
[This author has chosen not to make the email address public]

Affiliation

Graduate School of Economics and Management
Tohoku University

Sendai, Japan
http://www.econ.tohoku.ac.jp/
RePEc:edi:fetohjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cody Yu-Ling Hsiao & Stanley Iat-Meng Ko & Nan Zhou, 2022. "Financial relief policy and social distancing duringthe COVID-19 pandemic," TUPD Discussion Papers 21, Graduate School of Economics and Management, Tohoku University.
  2. Chih-Sheng Hsieh & Stanley I. M. Ko & Jaromír Kovářík & Trevon Logan, 2018. "Non-Randomly Sampled Networks: Biases and Corrections," NBER Working Papers 25270, National Bureau of Economic Research, Inc.
  3. Ko, Stanley I. M. & Chong, Terence T. L. & Ghosh, Pulak, 2014. "Dirichlet Process Hidden Markov Multiple Change-point Model," MPRA Paper 57871, University Library of Munich, Germany.

Articles

  1. May Huaxi Zhang & Stanley Iat-Meng Ko & Andreas Karathanasopoulos & Chia Chun Lo, 2022. "A two-step quantile regression method for discretionary accounting," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 1-22, July.
  2. Xiaoyi Han & Chih-Sheng Hsieh & Stanley I. M. Ko, 2021. "Spatial Modeling Approach for Dynamic Network Formation and Interactions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 120-135, January.
  3. Myeong Jun Kim & Stanley I. M. Ko & Sung Y. Park, 2021. "On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition," Empirical Economics, Springer, vol. 61(3), pages 1151-1188, September.
  4. Tao Chen & Andreas Karathanasopoulos & Stanley Iat-Meng Ko & Chia Chun Lo, 2020. "Lucky lots and unlucky investors," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 735-751, February.
  5. Ko, Stanley I.M. & Park, Sung Y., 2013. "Multivariate density forecast evaluation: A modified approach," International Journal of Forecasting, Elsevier, vol. 29(3), pages 431-441.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Chih-Sheng Hsieh & Stanley I. M. Ko & Jaromír Kovářík & Trevon Logan, 2018. "Non-Randomly Sampled Networks: Biases and Corrections," NBER Working Papers 25270, National Bureau of Economic Research, Inc.

    Cited by:

    1. Esteves, Rui & Geisler Mesevage, Gabriel, 2019. "Social Networks in Economic History: Opportunities and Challenges," Explorations in Economic History, Elsevier, vol. 74(C).

  2. Ko, Stanley I. M. & Chong, Terence T. L. & Ghosh, Pulak, 2014. "Dirichlet Process Hidden Markov Multiple Change-point Model," MPRA Paper 57871, University Library of Munich, Germany.

    Cited by:

    1. Arnaud Dufays, 2016. "Evolutionary Sequential Monte Carlo Samplers for Change-Point Models," Econometrics, MDPI, vol. 4(1), pages 1-33, March.
    2. Maximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2022. "A New Approach to Dating the Reference Cycle," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 66-81, January.
    3. Chiara Lattanzi & Manuele Leonelli, 2019. "A changepoint approach for the identification of financial extreme regimes," Papers 1902.09205, arXiv.org.

Articles

  1. Xiaoyi Han & Chih-Sheng Hsieh & Stanley I. M. Ko, 2021. "Spatial Modeling Approach for Dynamic Network Formation and Interactions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 120-135, January.

    Cited by:

    1. Cui Zhang & Dandan Zhang, 2023. "Spatial Interactions and the Spread of COVID-19: A Network Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 383-405, June.
    2. Pagnottoni, Paolo & Spelta, Alessandro, 2023. "The motifs of risk transmission in multivariate time series: Application to commodity prices," Socio-Economic Planning Sciences, Elsevier, vol. 87(PB).
    3. Chen, Cathy Yi-hsuan & Okhrin, Yarema & Wang, Tengyao, 2022. "Monitoring network changes in social media," LSE Research Online Documents on Economics 113742, London School of Economics and Political Science, LSE Library.

  2. Tao Chen & Andreas Karathanasopoulos & Stanley Iat-Meng Ko & Chia Chun Lo, 2020. "Lucky lots and unlucky investors," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 735-751, February.

    Cited by:

    1. Cui, Yueting & Gavriilidis, Konstantinos & Gebka, Bartosz & Kallinterakis, Vasileios, 2024. "Numerological superstitions and market-wide herding: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 93(C).
    2. Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021. "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, vol. 94(C), pages 170-183.

  3. Ko, Stanley I.M. & Park, Sung Y., 2013. "Multivariate density forecast evaluation: A modified approach," International Journal of Forecasting, Elsevier, vol. 29(3), pages 431-441.

    Cited by:

    1. Knüppel, Malte & Krüger, Fabian & Pohle, Marc-Oliver, 2022. "Score-based calibration testing for multivariate forecast distributions," Discussion Papers 50/2022, Deutsche Bundesbank.
    2. Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura, 2017. "Evaluation of exchange rate point and density forecasts: An application to Brazil," International Journal of Forecasting, Elsevier, vol. 33(3), pages 707-728.
    3. Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
    4. Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
    5. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2014. "Risk Assessment of the Brazilian FX Rate," Working Papers Series 344, Central Bank of Brazil, Research Department.
    6. Matthieu Garcin & Jules Klein & Sana Laaribi, 2020. "Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets," Papers 2007.09043, arXiv.org, revised Mar 2022.
    7. Matthieu Garcin & Jules Klein & Sana Laaribi, 2022. "Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets," Working Papers hal-02901988, HAL.
    8. Dovern, Jonas & Manner, Hans, 2016. "Order Invariant Evaluation of Multivariate Density Forecasts," Working Papers 0608, University of Heidelberg, Department of Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2014-08-25 2018-12-17
  2. NEP-DEM: Demographic Economics (1) 2022-07-18
  3. NEP-ETS: Econometric Time Series (1) 2014-08-25
  4. NEP-NET: Network Economics (1) 2018-12-17
  5. NEP-ORE: Operations Research (1) 2014-08-25

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