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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.
12Apr-1992MLE of some continuous time financial models: Some Monte Carlo resultsTse, Y.K. 
131992MLE 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. 
20Nov-1991Stock returns volatility in the Tokyo stock exchangeTse, Y.K.