1. ScholarBank@NUS

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

Refined By:
Type:  Article
Date Issued:  [1990 TO 1999]

Results 1-18 of 18 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)
11998An empirical analysis of the stochastic behaviour of short-term interest rates in SingaporeTse, Y.K. 
2Jul-1997Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1Tse, Y.K. ; Tsui, A.K.C. 
31999Forecasting the Nikkei spot index with fractional cointegrationLien, D.; Tse, Y.K. 
41999Fractional cointegration and futures hedgingLien, D.; Tse, Y.K. 
51998Hedging time-varying downside riskLien, D.; Tse, Y.K. ; Lien, D.
61995Interest rate models and option pricing: A sensitivity analysisTse, Y.K. 
7Apr-1992MLE of some continuous time financial models: Some Monte Carlo resultsTse, Y.K. 
81992MLE of some continuous time financial models: Some Monte Carlo resultsTse, Y.K. 
91999No-cointegration test based on fractional differencing: Some Monte Carlo resultsTse, Y.K. ; Anh, V.V.; Tieng, Q.
101995Nonlinear dynamics of the Nikkei Stock Average FuturesTse, Y.K. 
111993Price-volume relation in stocks: A multiple time series analysis on the Singapore marketChan, W.S. ; Tse, Y.K. 
121997Short-term interest rate models and generation of interest rate scenariosTse, Y.K. 
131995Some international evidence on the stochastic behavior of interest ratesTse, Y.K. 
14Nov-1991Stock returns volatility in the Tokyo stock exchangeTse, Y.K. 
151991Stock returns volatility in the Tokyo stock exchangeTse, Y.K. 
161997Testing for conditional heteroscedasticity: Some Monte Carlo resultsTse, Y.K. ; Zuo, X.L. 
171997The cointegration of Asian currencies revisitedTse, Y.K. ; Ng, L.K.
181998The conditional heteroscedasticity of the yen-dollar exchange rateTse, Y.K.