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TSE YIU KUEN

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Full Name
TSE YIU KUEN
Variants
Tse, Y.K.
 
Main Affiliation
 
Faculty
 
Email
ecstseyk@nus.edu.sg
 

Publications

Results 1-20 of 24 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)
11987A note on Sargan densitiesTse, Y.K. 
22000A test for constant correlations in a multivariate GARCH modelTse, Y.K. 
31998An empirical analysis of the stochastic behaviour of short-term interest rates in SingaporeTse, Y.K. 
41997Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1Tse, Y.K. ; Tsui, A.K.C. 
5Nov-1982Edgeworth approximations in first-order stochastic difference equations with exogenous variablesTse, Y.K. 
61999Forecasting the Nikkei spot index with fractional cointegrationLien, D.; Tse, Y.K. 
71999Fractional cointegration and futures hedgingLien, D.; Tse, Y.K. 
81998Hedging time-varying downside riskLien, D.; Tse, Y.K. ; Lien, D.
91995Interest rate models and option pricing: A sensitivity analysisTse, Y.K. 
102001Local influence on bandwidth estimation for kernel smoothingZhang, X. ; Tse, Y.K. 
112002Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using waveletsTse, Y.K. ; Anh, V.V.; Tieng, Q.
121992MLE of some continuous time financial models: Some Monte Carlo resultsTse, Y.K. 
13Apr-1992MLE of some continuous time financial models: Some Monte Carlo resultsTse, Y.K. 
141999No-cointegration test based on fractional differencing: Some Monte Carlo resultsTse, Y.K. ; Anh, V.V.; Tieng, Q.
151995Nonlinear dynamics of the Nikkei Stock Average FuturesTse, Y.K. 
161983On calculating the edgeworth approximate distribution of an econometric estimator or test statisticTse, Y.K. 
171993Price-volume relation in stocks: A multiple time series analysis on the Singapore marketChan, W.S. ; Tse, Y.K. 
181997Short-term interest rate models and generation of interest rate scenariosTse, Y.K. 
191995Some international evidence on the stochastic behavior of interest ratesTse, Y.K. 
201991Stock returns volatility in the Tokyo stock exchangeTse, Y.K.