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 1 292 0 3 6 836
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 511 0 0 4 1,152
A Multivariate GARCH Model with Time-Varying Correlations 0 0 2 2,877 4 7 22 6,368
A Multivariate GARCH Model with Time-Varying correlations 1 1 3 1,027 3 6 15 2,386
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 1 2 3 419 2 4 10 951
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 0 1 99 1 1 3 285
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 0 7 666
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 0 0 2 129 0 1 7 474
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 0 0 2 219
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 0 4 238
Robust Tests of Market Efficiency using Statistical Arbitrage 0 1 3 222 0 2 8 529
Tests of Functional Form and Heteroscedasticity 0 0 1 151 1 3 10 724
Tests of Functional Form and Heteroscedasticity 0 0 1 494 1 2 12 3,030
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 1 171 0 0 5 465
Total Working Papers 2 4 19 6,709 12 29 115 18,323


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 1 59
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 0 0 5 994
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 2 10 41 1,635
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 0 0 1 169
A note on Sargan densities 0 0 0 7 0 0 0 33
A small‐sample overlapping variance‐ratio test 0 0 0 54 0 0 3 341
A survey on physical delivery versus cash settlement in futures contracts 0 0 0 140 0 1 9 439
A test for constant correlations in a multivariate GARCH model 1 3 10 578 4 12 36 1,268
An empirical examination of IPO underpricing in the Chinese A-share market 0 3 7 161 1 11 23 462
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 1 2 2 88 1 2 6 274
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 0 23 0 0 1 100
Effects of electronic trading on the Hang Seng Index futures market 0 0 0 70 0 3 9 318
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 0 0 48 2 4 7 139
Functional form and spatial dependence in dynamic panels 0 0 0 22 1 1 2 87
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 0 4 272
Hedging downside risk: futures vs. options 2 2 4 278 2 5 13 1,118
Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market 0 0 2 45 1 1 8 145
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 50 0 0 1 235
On calculating the edgeworth approximate distribution of an econometric estimator or test statistic 0 0 0 10 0 0 0 70
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 0 46 0 3 7 256
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract 0 0 2 131 1 3 11 555
Residual-based diagnostics for conditional heteroscedasticity models 0 0 1 129 1 1 4 441
Some Modified Versions of Durbin's h-Statistic 0 0 0 62 0 0 3 328
Some international evidence on the stochastic behavior of interest rates 0 0 0 54 0 0 2 144
Stock returns volatility in the Tokyo stock exchange 1 1 11 212 2 3 22 476
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 0 180 0 0 0 1,214
Testing for linear and log-linear regressions with heteroscedasticity 0 0 0 15 0 0 5 77
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 4 0 0 0 32
The cointegration of Asian currencies revisited 0 0 0 55 0 1 2 145
The conditional heteroscedasticity of the yen-dollar exchange rate 0 1 3 226 0 2 5 1,031
The impacts of Hong Kong's Currency Board reforms on the interbank market 0 0 0 50 0 1 4 163
Total Journal Articles 5 12 42 2,793 18 64 235 13,020
1 registered items for which data could not be found


Statistics updated 2020-11-03