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 1 291 0 0 3 830
A Multivariate GARCH Model with Time-Varying Correlations 1 1 2 2,876 2 6 11 6,349
A Multivariate GARCH Model with Time-Varying Correlations 0 0 2 510 0 3 7 1,148
A Multivariate GARCH Model with Time-Varying correlations 0 2 3 1,025 1 4 15 2,374
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 416 1 4 9 942
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 0 1 7 282
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 3 5 8 664
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 1 2 2 129 1 5 8 471
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 0 3 3 218
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 2 2 3 236
Robust Tests of Market Efficiency using Statistical Arbitrage 0 1 3 219 1 4 9 523
Tests of Functional Form and Heteroscedasticity 0 0 0 150 0 2 4 715
Tests of Functional Form and Heteroscedasticity 0 1 1 494 1 4 14 3,022
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 1 170 1 3 13 462
Total Working Papers 2 7 16 6,695 13 46 114 18,236


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 58
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 1 1 5 990
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 5 16 58 1,605
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 0 0 3 168
A note on Sargan densities 0 0 0 7 0 0 2 33
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 2 5 6 433
A test for constant correlations in a multivariate GARCH model 0 2 4 569 3 8 16 1,238
An empirical examination of IPO underpricing in the Chinese A-share market 0 2 11 156 1 3 24 442
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 86 0 2 10 269
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 1 3 4 311
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 0 0 48 0 0 1 132
Functional form and spatial dependence in dynamic panels 0 0 0 22 0 2 2 85
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 3 7 269
Hedging downside risk: futures vs. options 0 0 1 274 1 2 11 1,106
Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market 0 1 1 44 2 3 5 140
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 50 0 1 2 234
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 1 2 46 0 2 3 249
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract 0 0 1 129 1 1 4 545
Residual-based diagnostics for conditional heteroscedasticity models 1 1 1 129 1 2 5 438
Some Modified Versions of Durbin's h-Statistic 0 1 1 62 1 3 3 327
Some Recent Developments in Futures Hedging 0 0 1 181 0 1 7 413
Some international evidence on the stochastic behavior of interest rates 0 0 0 54 0 1 1 142
Stock returns volatility in the Tokyo stock exchange 2 3 11 204 2 3 21 457
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 2 180 0 1 5 1,214
Testing for linear and log-linear regressions with heteroscedasticity 0 0 0 15 0 0 1 72
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 4 0 1 1 32
The cointegration of Asian currencies revisited 0 0 4 55 1 2 8 144
The conditional heteroscedasticity of the yen-dollar exchange rate 0 1 4 223 1 2 13 1,027
The impacts of Hong Kong's Currency Board reforms on the interbank market 0 0 0 50 0 0 1 159
Total Journal Articles 3 12 44 2,940 23 68 230 13,239


Statistics updated 2020-01-03