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 0 296 0 0 22 869
A Multivariate GARCH Model with Time-Varying Correlations 0 1 1 2,887 0 4 23 6,492
A Multivariate GARCH Model with Time-Varying Correlations 0 0 0 514 0 0 18 1,195
A Multivariate GARCH Model with Time-Varying correlations 0 0 2 1,039 1 2 19 2,444
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 423 0 1 15 984
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 0 0 7 305
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 1 13 687
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 0 0 0 131 0 1 12 496
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 0 0 14 239
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 0 4 249
Robust Tests of Market Efficiency using Statistical Arbitrage 0 0 0 228 0 0 6 545
Tests of Functional Form and Heteroscedasticity 0 0 0 494 0 0 15 3,060
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 0 12 758
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 0 0 10 491
Total Working Papers 0 1 4 6,758 1 9 190 18,814

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 1 5 68
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 0 0 4 1,020
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 0 6 29 1,740
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 0 0 4 177
A note on Sargan densities 0 0 0 7 0 0 3 38
A small‐sample overlapping variance‐ratio test 0 0 0 54 0 1 13 362
A survey on physical delivery versus cash settlement in futures contracts 0 0 0 145 1 1 17 470
A test for constant correlations in a multivariate GARCH model 0 1 2 599 0 4 22 1,386
An empirical examination of IPO underpricing in the Chinese A-share market 0 0 0 169 0 0 24 576
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 0 3 12 294
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 0 24 1 2 6 111
Effects of electronic trading on the Hang Seng Index futures market 0 0 0 70 0 1 9 340
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 0 0 50 1 1 7 153
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 1 4 130
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 1 2 6 283
Hedging downside risk: futures vs. options 0 1 1 282 0 1 7 1,149
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 10 160
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 0 2 14 258
On calculating the edgeworth approximate distribution of an econometric estimator or test statistic 0 0 0 10 1 1 2 73
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 0 48 0 0 9 278
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 2 18 471
Some Modified Versions of Durbin's h-Statistic 0 0 0 63 1 2 9 342
Some international evidence on the stochastic behavior of interest rates 0 0 0 57 1 1 4 154
Stock returns volatility in the Tokyo stock exchange 0 0 0 232 0 1 11 527
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 0 181 1 1 8 1,227
Testing for linear and log-linear regressions with heteroscedasticity 0 0 0 15 0 0 10 88
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 4 0 0 3 38
The cointegration of Asian currencies revisited 0 0 0 55 0 0 7 159
The conditional heteroscedasticity of the yen-dollar exchange rate 0 0 1 235 0 1 13 1,067
The impacts of Hong Kong's Currency Board reforms on the interbank market 0 0 0 51 0 0 6 174
Total Journal Articles 0 2 4 2,878 9 35 300 13,895

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Statistics updated 2026-08-07