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 2 8 23 869
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 514 1 3 20 1,195
A Multivariate GARCH Model with Time-Varying Correlations 0 0 0 2,886 5 6 21 6,488
A Multivariate GARCH Model with Time-Varying correlations 0 1 2 1,039 1 6 18 2,442
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 423 1 5 14 983
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 0 0 103 1 2 8 305
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 2 3 12 686
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 0 0 0 131 3 3 11 495
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 1 1 15 239
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 1 1 4 249
Robust Tests of Market Efficiency using Statistical Arbitrage 0 0 1 228 1 1 9 545
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 0 12 758
Tests of Functional Form and Heteroscedasticity 0 0 0 494 5 6 15 3,060
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 1 4 10 491
Total Working Papers 0 1 6 6,757 25 49 192 18,805

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 4 67
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 0 1 5 1,020
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 3 4 26 1,734
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 1 1 5 177
A note on Sargan densities 0 0 0 7 1 1 3 38
A small‐sample overlapping variance‐ratio test 0 0 0 54 3 6 13 361
A survey on physical delivery versus cash settlement in futures contracts 0 0 0 145 4 6 16 469
A test for constant correlations in a multivariate GARCH model 1 1 1 598 2 3 18 1,382
An empirical examination of IPO underpricing in the Chinese A-share market 0 0 0 169 13 14 25 576
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 4 5 9 291
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 0 24 1 2 4 109
Effects of electronic trading on the Hang Seng Index futures market 0 0 0 70 1 3 9 339
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 0 1 50 1 1 7 152
Functional form and spatial dependence in dynamic panels 0 0 0 23 1 1 4 129
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 0 5 281
Hedging downside risk: futures vs. options 0 0 0 281 1 1 7 1,148
Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market 0 0 0 46 2 2 10 160
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 3 3 12 256
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 4 10 278
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract 0 0 0 131 0 0 4 582
Residual-based diagnostics for conditional heteroscedasticity models 0 0 0 130 1 7 17 469
Some Modified Versions of Durbin's h-Statistic 0 0 0 63 0 0 7 340
Some international evidence on the stochastic behavior of interest rates 0 0 0 57 0 1 3 153
Stock returns volatility in the Tokyo stock exchange 0 0 0 232 3 5 10 526
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 0 181 1 2 7 1,226
Testing for linear and log-linear regressions with heteroscedasticity 0 0 0 15 6 6 11 88
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 4 0 0 5 38
The cointegration of Asian currencies revisited 0 0 0 55 1 1 7 159
The conditional heteroscedasticity of the yen-dollar exchange rate 1 1 1 235 5 7 13 1,066
The impacts of Hong Kong's Currency Board reforms on the interbank market 0 0 0 51 2 4 6 174
Total Journal Articles 2 2 3 2,876 62 91 283 13,860

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 statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06