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 1 3 19 238 1 6 46 684
A Multivariate GARCH Model with Time-Varying Correlations 1 4 22 459 3 8 59 996
A Multivariate GARCH Model with Time-Varying Correlations 16 62 279 2,410 52 151 645 5,014
A Multivariate GARCH Model with Time-Varying correlations 6 11 56 965 16 30 154 2,169
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 3 11 57 254 6 27 123 554
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 1 6 65 1 3 26 174
Estimation of Hyperbolic Diffusion Using MCMC Method 1 3 13 188 3 10 42 581
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 3 12 35 50 15 36 104 169
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 2 10 40 2 10 34 127
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 3 4 8 38 5 7 44 154
ON THE ROBUSTNESS OF TESTS OF OUTLIERS AND FUNCTIONAL FORM 0 0 0 0 0 3 11 522
Robust Tests of Market Efficiency using Statistical Arbitrage 8 14 36 154 11 21 79 338
Tests of Functional Form and Heteroscedasticity 8 15 75 349 30 64 414 1,966
Tests of Functional Form and Heteroscedasticity 0 2 21 122 5 16 132 540
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 1 11 31 71 4 19 75 224
Total Working Papers 51 155 668 5,403 154 411 1,988 14,212

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 4 4 0 1 19 22
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 8 16 94 814
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 7 20 165 1,160
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 0 0 8 151
A note on Sargan densities 0 1 1 4 1 2 6 19
A sequential testing procedure for outliers and structural change 1 2 5 10 1 4 25 54
A small-sample overlapping variance-ratio test 0 0 7 43 0 0 32 247
A survey on physical delivery versus cash settlement in futures contracts 2 7 34 109 6 14 104 320
A test for constant correlations in a multivariate GARCH model 3 9 59 276 3 14 107 524
An empirical examination of IPO underpricing in the Chinese A-share market 0 4 22 75 2 9 47 161
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 1 2 5 37 1 3 14 133
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 1 8 1 4 17 45
Effects of electronic trading on the Hang Seng Index futures market 1 3 8 52 3 10 42 234
Evaluating the Hedging Performance of the Constant-Correlation GARCH Model 2 4 11 201 6 11 46 651
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 2 2 6 30 4 5 14 74
Functional form and spatial dependence in dynamic panels 0 0 2 14 0 0 11 44
Generalized LM tests for functional form and heteroscedasticity 0 1 20 28 1 4 68 99
Hedging Downside Risk with Futures Contracts 2 5 14 92 4 7 32 226
Hedging downside risk: futures vs. options 0 2 23 227 2 12 136 908
Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market 0 0 8 32 0 0 15 88
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 5 30 1 1 24 153
On calculating the edgeworth approximate distribution of an econometric estimator or test statistic 0 0 0 9 0 0 9 49
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 1 21 2 3 17 111
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract 1 3 15 108 3 9 74 411
Residual-based diagnostics for conditional heteroscedasticity models 1 3 16 92 2 6 41 338
Some Modified Versions of Durbin's h-Statistic 0 0 8 56 6 8 46 292
Some Recent Developments in Futures Hedging 3 5 14 136 3 7 34 280
Some international evidence on the stochastic behavior of interest rates 0 0 4 35 1 1 11 88
Stock returns volatility in the Tokyo stock exchange 1 8 30 94 1 10 56 200
Term Structure of Interest Rates in the Singapore Asian Dollar Market 1 1 6 134 1 2 36 1,052
Testing for linear and log-linear regressions with heteroscedasticity 0 1 3 8 0 2 9 30
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 2 0 0 6 18
The Spot and Forward Exchange Rates: Some Empirical Evidence of Singapore 0 0 0 2 0 0 16 93
The cointegration of Asian currencies revisited 0 1 5 34 1 3 13 86
The conditional heteroscedasticity of the yen-dollar exchange rate 0 1 10 161 2 6 37 848
The impacts of Hong Kong's Currency Board reforms on the interbank market 1 1 5 33 4 5 15 107
Total Journal Articles 22 66 352 2,197 77 199 1,446 10,130

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04