Access Statistics for Y. K. Tse

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 0 0 295 0 0 0 846
A Multivariate GARCH Model with Time-Varying Correlations 1 1 1 2,886 2 2 10 6,467
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 513 0 1 4 1,175
A Multivariate GARCH Model with Time-Varying correlations 0 0 2 1,037 0 0 2 2,424
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 422 0 0 2 969
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 2 2 2 103 3 4 5 297
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 1 1 1 674
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 0 0 0 131 0 0 1 484
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 0 0 3 224
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 0 3 245
Robust Tests of Market Efficiency using Statistical Arbitrage 0 0 4 227 0 0 5 536
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 0 2 746
Tests of Functional Form and Heteroscedasticity 0 0 0 494 0 0 1 3,045
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 1 175 0 0 3 481
Total Working Papers 3 3 11 6,751 6 8 42 18,613

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression 0 0 0 9 0 0 0 63
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 0 2 3 1,015
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 1 5 13 1,708
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 0 1 1 172
A note on Sargan densities 0 0 0 7 0 1 1 35
A small‐sample overlapping variance‐ratio test 0 0 0 54 0 0 0 348
A survey on physical delivery versus cash settlement in futures contracts 0 0 0 145 0 0 2 453
A test for constant correlations in a multivariate GARCH model 0 0 2 597 1 1 7 1,364
An empirical examination of IPO underpricing in the Chinese A-share market 0 0 0 169 0 0 3 551
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 0 0 0 282
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 0 24 0 0 2 105
Effects of electronic trading on the Hang Seng Index futures market 0 0 0 70 0 0 0 330
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 0 1 49 0 0 1 145
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 0 1 125
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 1 3 276
Hedging downside risk: futures vs. options 0 0 0 281 1 3 4 1,141
Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market 0 0 0 46 0 0 1 150
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 0 1 1 244
On calculating the edgeworth approximate distribution of an econometric estimator or test statistic 0 0 0 10 0 0 0 71
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 0 48 0 1 2 268
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract 0 0 0 131 0 0 7 578
Residual-based diagnostics for conditional heteroscedasticity models 0 0 0 130 0 2 3 452
Some Modified Versions of Durbin's h-Statistic 0 0 1 63 0 0 1 333
Some international evidence on the stochastic behavior of interest rates 0 0 1 57 0 1 3 150
Stock returns volatility in the Tokyo stock exchange 0 1 2 232 0 1 3 516
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 0 181 0 1 1 1,219
Testing for linear and log-linear regressions with heteroscedasticity 0 0 0 15 0 0 0 77
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 4 0 0 1 33
The cointegration of Asian currencies revisited 0 0 0 55 0 1 1 152
The conditional heteroscedasticity of the yen-dollar exchange rate 0 0 3 234 0 0 6 1,053
The impacts of Hong Kong's Currency Board reforms on the interbank market 0 0 0 51 0 0 0 168
Total Journal Articles 0 1 10 2,873 3 22 71 13,577

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Statistics updated 2025-05-12