Tests for Multiple Outliers in an Exponential Sample

by TSE, Yiu Kuen, Balasooriya, U.
Published 1991

A Corrected Plug-in Method for Quantile Interval Construction through a Transformed Regression

by YANG, Zhenlin, TSE, Yiu Kuen
Published 2007

Fractional Cointegration and Futures Hedging

by TSE, Yiu Kuen, Lien, Donald
Published 1999

Hedging Time-Varying Downside Risk

by TSE, Yiu Kuen, Lien, Donald
Published 1998

Forecasting the Nikkei Spot Index with Fractional Cointegration

by TSE, Yiu Kuen, Lien, Donald
Published 1999

Some Recent Developments in Futures Hedging

by TSE, Yiu Kuen, Lien, Donald
Published 2002

Hedging Downside Risk with Futures Contracts

by TSE, Yiu Kuen, Lien, Donald
Published 2000

Testing for Heteroscedasticity in a Dynamic Simultaneous Equation Model

by TSE, Yiu Kuen, Phoon, C.T.
Published 1985

Outlier Detection in Linear Models: A Comparative Study in Simple Linear Regression

by Balasooriya, U., TSE, Yiu Kuen
Published 1986

Modeling the Firm-Size Distribution Using Box-Cox Heteroscedastic Regression

by YANG, Zhenlin, TSE, Yiu Kuen
Published 2006

Selecting an index for a stock index futures contract: An analysis of the Singapore market

by Tay, Anthony S., TSE, Yiu Kuen
Published 1991

Forecasting Volatility in the Singapore Stock Market

by TSE, Yiu Kuen, Tung, S. H.
Published 1992

Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation

by TSE, Yiu Kuen, DONG, Yingjie
Published 2014

A Survey on Physical Delivery Versus Cash Settlement in Futures Contracts

by LIEN, Donald, TSE, Yiu Kuen
Published 2003

Tests of Functional Form and Heteroscedasticity

by YANG, Zhenlin, TSE, Yiu Kuen
Published 2003

Modeling the Firm-Size Distribution Using Box-Cox Heteroscedastic Regression

by YANG, Zhenlin, TSE, Yiu Kuen
Published 2004

A Corrected Plug-in Method for the Quantile Confidence Interval of a Transformed Regression

by YANG, Zhenlin, TSE, Yiu Kuen
Published 2002

Econometric Forecasting and High-Frequency Data Analysis

by Mariano, Roberto S., Tse, Yiu Kuen
Published 2008

An Empirical Examination of IPO Underpricing in the Chinese A-Share Market

by YU, Ting, TSE, Yiu Kuen
Published 2003

A Monte Carlo Investigation of Some Tests for Stochastic Dominance

by TSE, Yiu Kuen, ZHANG, Xibin
Published 2000