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 0 0 1 847
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 2,886 0 3 6 6,471
A Multivariate GARCH Model with Time-Varying Correlations 0 1 2 514 0 1 5 1,177
A Multivariate GARCH Model with Time-Varying correlations 1 1 1 1,038 1 2 3 2,427
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 422 0 1 3 970
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 0 1 5 298
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 1 1 2 675
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 0 0 0 131 1 1 2 485
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 2 2 6 227
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 0 3 245
Robust Tests of Market Efficiency using Statistical Arbitrage 0 0 1 228 0 1 3 539
Tests of Functional Form and Heteroscedasticity 0 0 0 494 0 0 0 3,045
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 0 2 746
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 0 0 0 481
Total Working Papers 1 2 8 6,755 5 13 41 18,633

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 63
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 0 1 4 1,016
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 0 3 15 1,713
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 0 1 2 173
A note on Sargan densities 0 0 0 7 0 0 1 35
A small‐sample overlapping variance‐ratio test 0 0 0 54 0 0 1 349
A survey on physical delivery versus cash settlement in futures contracts 0 0 0 145 1 1 3 454
A test for constant correlations in a multivariate GARCH model 0 0 1 597 4 5 9 1,369
An empirical examination of IPO underpricing in the Chinese A-share market 0 0 0 169 0 0 3 552
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 0 0 0 282
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 0 24 0 0 1 105
Effects of electronic trading on the Hang Seng Index futures market 0 0 0 70 0 1 1 331
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 1 1 50 1 2 2 147
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 0 2 126
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 1 4 277
Hedging downside risk: futures vs. options 0 0 0 281 0 1 4 1,142
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 0 1 150
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 0 0 1 244
On calculating the edgeworth approximate distribution of an econometric estimator or test statistic 0 0 0 10 0 0 0 71
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 0 48 0 1 3 269
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract 0 0 0 131 1 1 5 579
Residual-based diagnostics for conditional heteroscedasticity models 0 0 0 130 0 2 5 454
Some Modified Versions of Durbin's h-Statistic 0 0 1 63 0 0 1 333
Some international evidence on the stochastic behavior of interest rates 0 0 0 57 0 0 2 150
Stock returns volatility in the Tokyo stock exchange 0 0 1 232 0 0 2 516
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 0 181 1 1 2 1,220
Testing for linear and log-linear regressions with heteroscedasticity 0 0 0 15 0 1 1 78
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 4 0 2 3 35
The cointegration of Asian currencies revisited 0 0 0 55 1 1 2 153
The conditional heteroscedasticity of the yen-dollar exchange rate 0 0 1 234 0 0 4 1,054
The impacts of Hong Kong's Currency Board reforms on the interbank market 0 0 0 51 0 0 0 168
Total Journal Articles 0 1 5 2,874 9 25 84 13,608

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Statistics updated 2025-10-06