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 1 296 1 1 2 848
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 2,886 2 7 13 6,478
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 514 1 7 10 1,184
A Multivariate GARCH Model with Time-Varying correlations 0 1 1 1,038 2 6 8 2,432
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 422 0 1 3 971
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 0 2 103 0 0 5 298
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 2 3 4 677
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 0 0 0 131 0 1 1 485
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 0 2 4 227
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 1 1 3 246
Robust Tests of Market Efficiency using Statistical Arbitrage 0 0 1 228 1 1 4 540
Tests of Functional Form and Heteroscedasticity 0 0 0 151 3 4 6 750
Tests of Functional Form and Heteroscedasticity 0 0 0 494 1 2 2 3,047
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 1 1 1 482
Total Working Papers 0 1 7 6,755 15 37 66 18,665

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 1 2 2 65
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 0 0 3 1,016
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 4 7 19 1,720
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 0 0 2 173
A note on Sargan densities 0 0 0 7 0 0 1 35
A small‐sample overlapping variance‐ratio test 0 0 0 54 1 2 3 351
A survey on physical delivery versus cash settlement in futures contracts 0 0 0 145 1 3 3 456
A test for constant correlations in a multivariate GARCH model 0 0 1 597 1 8 12 1,373
An empirical examination of IPO underpricing in the Chinese A-share market 0 0 0 169 1 1 2 553
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 0 1 1 283
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 0 24 0 1 1 106
Effects of electronic trading on the Hang Seng Index futures market 0 0 0 70 0 2 3 333
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 0 1 50 1 3 4 149
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 0 1 126
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 0 3 277
Hedging downside risk: futures vs. options 0 0 0 281 1 2 6 1,144
Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market 0 0 0 46 1 2 2 152
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 2 2 3 246
On calculating the edgeworth approximate distribution of an econometric estimator or test statistic 0 0 0 10 1 1 1 72
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 0 48 1 1 3 270
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract 0 0 0 131 0 2 3 580
Residual-based diagnostics for conditional heteroscedasticity models 0 0 0 130 1 4 8 458
Some Modified Versions of Durbin's h-Statistic 0 0 0 63 0 0 0 333
Some international evidence on the stochastic behavior of interest rates 0 0 0 57 1 1 2 151
Stock returns volatility in the Tokyo stock exchange 0 0 1 232 0 0 1 516
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 0 181 0 2 3 1,221
Testing for linear and log-linear regressions with heteroscedasticity 0 0 0 15 0 0 1 78
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 4 0 1 4 36
The cointegration of Asian currencies revisited 0 0 0 55 0 2 3 154
The conditional heteroscedasticity of the yen-dollar exchange rate 0 0 0 234 2 2 4 1,056
The impacts of Hong Kong's Currency Board reforms on the interbank market 0 0 0 51 1 1 1 169
Total Journal Articles 0 0 3 2,874 21 53 105 13,652

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Statistics updated 2025-12-06