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 5 18 20 866
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 2,886 0 4 17 6,482
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 514 1 9 19 1,193
A Multivariate GARCH Model with Time-Varying correlations 1 1 2 1,039 3 7 15 2,439
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 1 1 423 1 8 10 979
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 1 6 10 304
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 6 10 683
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 0 0 0 131 0 7 8 492
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 0 11 14 238
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 2 3 248
Robust Tests of Market Efficiency using Statistical Arbitrage 0 0 1 228 0 4 8 544
Tests of Functional Form and Heteroscedasticity 0 0 0 494 1 8 10 3,055
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 8 12 758
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 0 5 6 487
Total Working Papers 1 2 9 6,757 12 103 162 18,768

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 2 4 67
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 1 4 7 1,020
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 1 11 26 1,731
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 0 3 4 176
A note on Sargan densities 0 0 0 7 0 2 2 37
A small‐sample overlapping variance‐ratio test 0 0 0 54 2 6 9 357
A survey on physical delivery versus cash settlement in futures contracts 0 0 0 145 2 9 12 465
A test for constant correlations in a multivariate GARCH model 0 0 0 597 0 6 16 1,379
An empirical examination of IPO underpricing in the Chinese A-share market 0 0 0 169 1 10 12 563
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 1 4 5 287
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 0 24 0 1 2 107
Effects of electronic trading on the Hang Seng Index futures market 0 0 0 70 2 5 8 338
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 0 1 50 0 2 6 151
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 2 3 128
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 4 5 281
Hedging downside risk: futures vs. options 0 0 0 281 0 3 9 1,147
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 6 8 158
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 0 7 9 253
On calculating the edgeworth approximate distribution of an econometric estimator or test statistic 0 0 0 10 0 0 1 72
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 0 48 2 6 8 276
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract 0 0 0 131 0 2 4 582
Residual-based diagnostics for conditional heteroscedasticity models 0 0 0 130 2 6 13 464
Some Modified Versions of Durbin's h-Statistic 0 0 0 63 0 7 7 340
Some international evidence on the stochastic behavior of interest rates 0 0 0 57 0 1 2 152
Stock returns volatility in the Tokyo stock exchange 0 0 1 232 1 6 7 522
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 0 181 1 4 7 1,225
Testing for linear and log-linear regressions with heteroscedasticity 0 0 0 15 0 4 5 82
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 4 0 2 5 38
The cointegration of Asian currencies revisited 0 0 0 55 0 4 7 158
The conditional heteroscedasticity of the yen-dollar exchange rate 0 0 0 234 2 5 8 1,061
The impacts of Hong Kong's Currency Board reforms on the interbank market 0 0 0 51 1 2 3 171
Total Journal Articles 0 0 2 2,874 19 136 224 13,788

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Statistics updated 2026-03-04