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 1 1 23 870
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 2,887 1 3 22 6,493
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 0 2 18 2,444
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 423 3 4 17 987
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 1 1 13 497
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 1 1 15 240
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 4 4 10 549
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 0 12 758
Tests of Functional Form and Heteroscedasticity 0 0 0 494 1 1 16 3,061
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 0 0 10 491
Total Working Papers 0 0 4 6,758 12 18 198 18,826

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 3 4 30 1,743
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 1 1 14 363
A survey on physical delivery versus cash settlement in futures contracts 0 0 0 145 1 2 18 471
A test for constant correlations in a multivariate GARCH model 0 1 2 599 1 4 22 1,387
An empirical examination of IPO underpricing in the Chinese A-share market 0 0 0 169 1 1 25 577
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 2 3 14 296
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 0 24 0 1 6 111
Effects of electronic trading on the Hang Seng Index futures market 0 0 0 70 1 2 10 341
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 0 0 50 0 1 7 153
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 0 4 130
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 2 6 283
Hedging downside risk: futures vs. options 0 0 1 282 0 0 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 1 1 15 259
On calculating the edgeworth approximate distribution of an econometric estimator or test statistic 0 0 0 10 0 1 2 73
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 0 48 1 1 10 279
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 0 1 17 471
Some Modified Versions of Durbin's h-Statistic 0 0 0 63 0 2 9 342
Some international evidence on the stochastic behavior of interest rates 0 0 0 57 1 2 5 155
Stock returns volatility in the Tokyo stock exchange 0 0 0 232 0 0 11 527
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 0 181 2 3 10 1,229
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 1 4 2,878 15 34 311 13,910

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Statistics updated 2026-09-10