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yiu kuen tse
yiu kuen tse
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A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
YK Tse, AKC Tsui
Journal of Business & Economic Statistics 20 (3), 351-362, 2002
19432002
A test for constant correlations in a multivariate GARCH model
YK Tse
Journal of econometrics 98 (1), 107-127, 2000
6302000
The conditional heteroscedasticity of the yen–dollar exchange rate
YK Tse
Journal of Applied Econometrics 13 (1), 49-55, 1998
5801998
Evaluating the hedging performance of the constant-correlation GARCH model
D Lien, YK Tse, AKC Tsui
Applied Financial Economics 12 (11), 791-798, 2002
3372002
Some recent developments in futures hedging
D Lien, YK Tse
Journal of economic surveys 16 (3), 357-396, 2002
2932002
Lead‐lag relationship between spot index and futures price of the nikkei stock average
YK Tse
Journal of forecasting 14 (7), 553-563, 1995
2041995
Nonlife actuarial models: theory, methods and evaluation
YK Tse
Cambridge University Press, 2009
2002009
Stock returns volatility in the Tokyo Stock Exchange
YK Tse
Japan and the World Economy 3 (3), 285-298, 1991
1861991
Hedging time-varying downside risk
D Lien, YK Tse
The Journal of Futures Markets (1986-1998) 18 (6), 705, 1998
1741998
An empirical examination of IPO underpricing in the Chinese A-share market
YU Ting, YK Tse
China economic review 17 (4), 363-382, 2006
1702006
Residual‐based diagnostics for conditional heteroscedasticity models
YK Tse
The Econometrics Journal 5 (2), 358-373, 2002
1582002
Fractional cointegration and futures hedging
D Lien, YK Tse
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999
1581999
Hedging downside risk with futures contracts
D Lien, YK Tse
Applied Financial Economics 10 (2), 163-170, 2000
1502000
A diagnostic test for the multinomial logit model
YK Tse
Journal of Business & Economic Statistics 5 (2), 283-286, 1987
1311987
A Monte Carlo investigation of some tests for stochastic dominance
YK Tse, X Zhang
Journal of statistical computation and simulation 74 (5), 361-378, 2004
1132004
An algorithm for computing values of options on the maximum or minimum of several assets
PP Boyle, YK Tse
Journal of Financial and Quantitative Analysis 25 (2), 215-227, 1990
1021990
Hedging downside risk: futures vs. options
D Lien, YK Tse
International Review of Economics & Finance 10 (2), 159-169, 2001
972001
Term structure of interest rates in the Singapore Asian dollar market
TKY Lee, YK Tse
Journal of Applied Econometrics 6 (2), 143-152, 1991
851991
Using high-frequency transaction data to estimate the probability of informed trading
A Tay, C Ting, YK Tse, M Warachka
Journal of Financial Econometrics 7 (3), 288-311, 2009
772009
Conditional volatility in foreign exchange rates: evidence from the Malaysian ringgit and Singapore dollar
YK Tse, AKC Tsui
Pacific-Basin Finance Journal 5 (3), 345-356, 1997
771997
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