Jacky Yuk-chow So
University of Macau
Jacky Yuk-Chow SO received his Master's degree in Finance and minor in Management from Western Illinois University, USA and Ph.D. in International Finance and International Business from the Ohio State University, USA.
Foreign Exchange Rates, Accounting
“Commodity Risk Premium and Unstable Systematic Risk,” the Journal of Futures Markets, Vol. 7, No. 3, June 1987, pp. 311‑26.*
“The Sub‑Gaussian Distribution of Foreign Exchange Futures: Stable Paretian or Non-stationary?”The Review of Economics and Statistics,Vol.LXIX, No.1, February, 1987, pp. 100‑107.*
“The Behavior of Foreign Exchange Rates: Risk Measurement and Week Day Effect – A Comment.” The Journal of Finance, Vol. LXII, March 1987, pp.181‑188.*