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 7 8 9 855
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 514 2 9 12 1,186
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 2,886 3 10 16 6,481
A Multivariate GARCH Model with Time-Varying correlations 0 0 1 1,038 3 8 11 2,435
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 422 3 4 6 974
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 0 5 298
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 2 4 677
Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore 0 0 0 131 4 4 5 489
Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore 0 0 0 60 5 5 8 232
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 1 3 246
Robust Tests of Market Efficiency using Statistical Arbitrage 0 0 1 228 0 1 4 540
Tests of Functional Form and Heteroscedasticity 0 0 0 494 4 6 6 3,051
Tests of Functional Form and Heteroscedasticity 0 0 0 151 1 5 7 751
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 3 4 4 485
Total Working Papers 0 0 7 6,755 35 67 100 18,700

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 2 2 65
A Diagnostic Test for the Multinomial Logit Model 0 0 0 0 1 1 4 1,017
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 2 9 20 1,722
A Proportional Random Utility Approach to Qualitative Response Models 0 0 0 0 0 0 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 1 3 4 352
A survey on physical delivery versus cash settlement in futures contracts 0 0 0 145 2 4 5 458
A test for constant correlations in a multivariate GARCH model 0 0 0 597 4 8 14 1,377
An empirical examination of IPO underpricing in the Chinese A-share market 0 0 0 169 0 1 2 553
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 0 1 1 283
Edgeworth approximations in first-order stochastic difference equations with exogenous variables 0 0 0 24 0 1 1 106
Effects of electronic trading on the Hang Seng Index futures market 0 0 0 70 0 2 3 333
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore 0 0 1 50 1 3 5 150
Functional form and spatial dependence in dynamic panels 0 0 0 23 1 1 2 127
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 1 1 3 278
Hedging downside risk: futures vs. options 0 0 0 281 2 4 8 1,146
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 2 2 152
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 1 3 4 247
On calculating the edgeworth approximate distribution of an econometric estimator or test statistic 0 0 0 10 0 1 1 72
Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system 0 0 0 48 0 1 3 270
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract 0 0 0 131 1 2 3 581
Residual-based diagnostics for conditional heteroscedasticity models 0 0 0 130 1 5 9 459
Some Modified Versions of Durbin's h-Statistic 0 0 0 63 4 4 4 337
Some international evidence on the stochastic behavior of interest rates 0 0 0 57 0 1 2 151
Stock returns volatility in the Tokyo stock exchange 0 0 1 232 0 0 1 516
Term Structure of Interest Rates in the Singapore Asian Dollar Market 0 0 0 181 1 2 4 1,222
Testing for linear and log-linear regressions with heteroscedasticity 0 0 0 15 1 1 2 79
Testing linear and log-linear regressions with autocorrelated errors 0 0 0 4 2 3 6 38
The cointegration of Asian currencies revisited 0 0 0 55 1 2 4 155
The conditional heteroscedasticity of the yen-dollar exchange rate 0 0 0 234 0 2 3 1,056
The impacts of Hong Kong's Currency Board reforms on the interbank market 0 0 0 51 0 1 1 169
Total Journal Articles 0 0 2 2,874 27 71 126 13,679

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Statistics updated 2026-01-09