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 2 291 0 1 5 830
A Multivariate GARCH Model with Time-Varying Correlations 0 0 2 510 0 0 8 1,145
A Multivariate GARCH Model with Time-Varying Correlations 0 1 1 2,875 1 2 7 6,343
A Multivariate GARCH Model with Time-Varying correlations 0 0 2 1,023 0 2 17 2,368
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 416 1 1 7 937
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 98 1 4 5 280
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 1 2 2 658
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 0 0 0 127 1 1 4 466
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 0 0 0 215
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 1 1 234
Robust Tests of Market Efficiency using Statistical Arbitrage 0 0 2 218 2 2 5 519
Tests of Functional Form and Heteroscedasticity 0 0 0 150 0 1 2 713
Tests of Functional Form and Heteroscedasticity 0 0 0 493 1 1 12 3,017
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 1 1 3 170 3 7 13 458
Total Working Papers 1 2 13 6,688 11 25 88 18,183

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 0 57
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 0 0 7 989
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 2 13 51 1,587
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 1 1 1 166
A note on Sargan densities 0 0 0 7 0 1 1 32
A small-sample overlapping variance-ratio test 0 0 0 54 0 0 0 338
A survey on physical delivery versus cash settlement in futures contracts 0 0 0 140 0 0 2 428
A test for constant correlations in a multivariate GARCH model 0 0 4 567 0 1 20 1,228
An empirical examination of IPO underpricing in the Chinese A-share market 0 1 10 153 3 7 24 437
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 86 1 4 6 265
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 0 23 0 0 0 99
Effects of electronic trading on the Hang Seng Index futures market 0 0 0 70 0 0 1 308
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 0 0 48 0 0 2 132
Functional form and spatial dependence in dynamic panels 0 0 0 22 0 0 0 83
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 2 2 7 265
Hedging downside risk: futures vs. options 0 0 1 274 0 4 14 1,104
Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market 0 0 0 43 0 1 3 137
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 50 0 0 0 232
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 1 45 0 0 2 247
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract 0 0 1 129 0 0 3 544
Residual-based diagnostics for conditional heteroscedasticity models 0 0 0 128 1 1 4 436
Some Modified Versions of Durbin's h-Statistic 0 0 0 61 0 0 0 324
Some Recent Developments in Futures Hedging 0 0 0 180 0 0 7 411
Some international evidence on the stochastic behavior of interest rates 0 0 0 54 0 0 0 141
Stock returns volatility in the Tokyo stock exchange 2 5 8 201 3 10 13 449
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 3 180 1 1 6 1,213
Testing for linear and log-linear regressions with heteroscedasticity 0 0 0 15 0 1 1 72
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 4 0 0 0 31
The cointegration of Asian currencies revisited 0 0 4 55 0 0 6 142
The conditional heteroscedasticity of the yen-dollar exchange rate 0 0 5 221 1 1 16 1,022
The impacts of Hong Kong's Currency Board reforms on the interbank market 0 0 0 50 0 0 2 159
Total Journal Articles 2 6 37 2,925 15 48 199 13,148

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Statistics updated 2019-09-09