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Tse Yiu Kuen

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Full Name
Tse Yiu Kuen
(not current staff)
Variants
Tse, Y.K.
 
Main Affiliation
 
Faculty
 
Email
ecstseyk@nus.edu.sg
 

Publications

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Type:  Article
Department:  ECONOMICS & STATISTICS

Results 1-17 of 17 (Search time: 0.007 seconds).

Issue DateTitleAuthor(s)
11987A note on Sargan densitiesTse, Y.K. 
21998An empirical analysis of the stochastic behaviour of short-term interest rates in SingaporeTse, Y.K. 
3Jul-1997Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1Tse, Y.K. ; Tsui, A.K.C. 
4Nov-1982Edgeworth approximations in first-order stochastic difference equations with exogenous variablesTse, Y.K. 
51995Interest rate models and option pricing: A sensitivity analysisTse, Y.K. 
6Apr-1992MLE of some continuous time financial models: Some Monte Carlo resultsTse, Y.K. 
71992MLE of some continuous time financial models: Some Monte Carlo resultsTse, Y.K. 
81995Nonlinear dynamics of the Nikkei Stock Average FuturesTse, Y.K. 
91983On calculating the edgeworth approximate distribution of an econometric estimator or test statisticTse, Y.K. 
101993Price-volume relation in stocks: A multiple time series analysis on the Singapore marketChan, W.S. ; Tse, Y.K. 
111997Short-term interest rate models and generation of interest rate scenariosTse, Y.K. 
121995Some international evidence on the stochastic behavior of interest ratesTse, Y.K. 
13Nov-1991Stock returns volatility in the Tokyo stock exchangeTse, Y.K. 
141991Stock returns volatility in the Tokyo stock exchangeTse, Y.K. 
151997Testing for conditional heteroscedasticity: Some Monte Carlo resultsTse, Y.K. ; Zuo, X.L. 
161997The cointegration of Asian currencies revisitedTse, Y.K. ; Ng, L.K.
171998The conditional heteroscedasticity of the yen-dollar exchange rateTse, Y.K.