Singapore’s LIFE program: Actuarial framework, longevity risk and impact of annuity fund return

by KWONG, Koon Shing, TSE, Yiu Kuen, CHAN, Wai-Sum
Published 2017

Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading

by Tay, Anthony S., Ting, Christopher, TSE, Yiu Kuen, WARACHKA, Mitchell Craig
Published 2009

Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading

by Tay, Anthony S., Ting, Christopher, TSE, Yiu Kuen, WARACHKA, Mitchell Craig
Published 2009

Statistical Arbitrage and Market Efficiency: Enhanced Theory, Robust Tests and Further Applications

by JARROW, Robert A., TEO, Melvyn, TSE, Yiu Kuen, WARACHKA, Mitch
Published 2005

Effects of Electronic Trading on the Hang Seng Index Futures Market

by FUNG, Joseph K. W., LIEN, Donald, TSE, Yiuman, TSE, Yiu Kuen
Published 2005

Introductory Statistics

by Chow, Hwee Kwan, Ghosh, Aurobindo, Leung, Denis H. Y., TSE, Yiu Kuen
Published 2007

Impact of Transaction Duration, Volume and Direction on Price and Volatility Dynamics

by Warachka, Mitchell Craig, TAY, Anthony, Ting, Hian Ann, Christopher, Tse, Yiu Kuen
Published 2005

The Impact of Transaction Duration, Volume and Direction on Price Dynamics and Volatility

by Tay, Anthony, TING, Hian Ann, Christopher, TSE, Yiu Kuen, WARACHKA, Mitchell Craig
Published 2011

Direction-of-change forecasts for Asian equity markets based on conditional variance, skewness and Kurtosis dynamics: International evidence

by Christoffersen, Peter F., Diebold, Francis X., Mariano, Robert S., Tay, Anthony S., Tse, Yiu Kuen
Published 2007

Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics: International evidence

by Christoffersen, Peter F., Diebold, Francis X., Mariano, Roberto S., Tay, Anthony S., Tse, Yiu Kuen
Published 2007