Analytically Calibrated Box-Cox Percentile Limits for Duration and Event-Time Models

بواسطة YANG, Zhenlin, TSUI, Albert K.C.
منشور في 2004

Conditional Volatility in Foreign Exchange Rates: Evidence from the Malaysian Ringgit and Singapore Dollar

بواسطة TSE, Yiu Kuen, Tsui, Albert K. C.
منشور في 1997

A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations

بواسطة TSE, Yiu Kuen, TSUI, Albert K.C.
منشور في 2002

Long Memory Volatility in Stock Returns: Evidence from Four Asia-Pacific Markets

بواسطة TSE, Yiu Kuen, Tsui, Albert K.C.
منشور في 1996

A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models

بواسطة TSE, Yiu Kuen, Tsui, Albert K.C.
منشور في 1999

Evaluating the Hedging Performance of the Constant-Correlation GARCH Model

بواسطة TSE, Yiu Kuen, Lien, Donald, Tsui, Albert K. C.
منشور في 2002