yiu kuen tse
yiu kuen tse
Verified email at smu.edu.sg
TitleCited byYear
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
YK Tse, AKC Tsui
Journal of Business & Economic Statistics 20 (3), 351-362, 2002
14232002
A test for constant correlations in a multivariate GARCH model
YK Tse
Journal of econometrics 98 (1), 107-127, 2000
5272000
The conditional heteroscedasticity of the yen–dollar exchange rate
YK Tse
Journal of Applied Econometrics 13 (1), 49-55, 1998
4281998
Evaluating the hedging performance of the constant-correlation GARCH model
D Lien, YK Tse, AKC Tsui
Applied Financial Economics 12 (11), 791-798, 2002
2632002
Some recent developments in futures hedging
D Lien, YK Tse
Journal of Economic Surveys 16 (3), 357-396, 2002
2342002
Lead‐lag relationship between spot index and futures price of the nikkei stock average
YK Tse
Journal of Forecasting 14 (7), 553-563, 1995
1661995
Hedging time‐varying downside risk
D Lien, YK Tse
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1998
1491998
Stock returns volatility in the Tokyo Stock Exchange
YK Tse
Japan and the World Economy 3 (3), 285-298, 1991
1421991
Residual‐based diagnostics for conditional heteroscedasticity models
YK Tse
The Econometrics Journal 5 (2), 358-373, 2002
1332002
Fractional cointegration and futures hedging
D Lien, YK Tse
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999
1331999
Hedging downside risk with futures contracts
D Lien, YK Tse
Applied Financial Economics 10 (2), 163-170, 2000
1302000
An empirical examination of IPO underpricing in the Chinese A-share market
YU Ting, YK Tse
China economic review 17 (4), 363-382, 2006
1212006
Nonlife actuarial models: theory, methods and evaluation
YK Tse
Cambridge University Press, 2009
1022009
A Monte Carlo investigation of some tests for stochastic dominance
YK Tse, X Zhang
Journal of Statistical Computation and Simulation 74 (5), 361-378, 2004
982004
An algorithm for computing values of options on the maximum or minimum of several assets
PP Boyle, YK Tse
Journal of Financial and Quantitative Analysis 25 (2), 215-227, 1990
951990
Hedging downside risk: futures vs. options
D Lien, YK Tse
International Review of Economics & Finance 10 (2), 159-169, 2001
842001
A diagnostic test for the multinomial logit model
YK Tse
Journal of Business & Economic Statistics 5 (2), 283-286, 1987
811987
Some international evidence on the stochastic behavior of interest rates
YK Tse
Journal of International Money and Finance 14 (5), 721-738, 1995
681995
Conditional volatility in foreign exchange rates: evidence from the Malaysian ringgit and Singapore dollar
YK Tse, AKC Tsui
Pacific-Basin Finance Journal 5 (3), 345-356, 1997
671997
Term structure of interest rates in the Singapore Asian dollar market
TKY Lee, YK Tse
Journal of Applied Econometrics 6 (2), 143-152, 1991
671991
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Articles 1–20