A test for constant correlations in a multivariate GARCH model

by Tse, Y.K.
Published 2011

MLE of some continuous time financial models: Some Monte Carlo results

by Tse, Y.K.
Published 2011

An empirical analysis of the stochastic behaviour of short-term interest rates in Singapore

by Tse, Y.K.
Published 2011

Short-term interest rate models and generation of interest rate scenarios

by Tse, Y.K.
Published 2011

A note on Sargan densities

by Tse, Y.K.
Published 2011

Interest rate models and option pricing: A sensitivity analysis

by Tse, Y.K.
Published 2011

Stock returns volatility in the Tokyo stock exchange

by Tse, Y.K.
Published 2011

Some international evidence on the stochastic behavior of interest rates

by Tse, Y.K.
Published 2011

The conditional heteroscedasticity of the yen-dollar exchange rate

by Tse, Y.K.
Published 2011

Nonlinear dynamics of the Nikkei Stock Average Futures

by Tse, Y.K.
Published 2011

MLE of some continuous time financial models: Some Monte Carlo results

by Tse, Y.K.
Published 2016

Edgeworth approximations in first-order stochastic difference equations with exogenous variables

by Tse, Y.K.
Published 2016

On calculating the edgeworth approximate distribution of an econometric estimator or test statistic

by Tse, Y.K.
Published 2016

Stock returns volatility in the Tokyo stock exchange

by Tse, Y.K.
Published 2016

Forecasting the Nikkei spot index with fractional cointegration

by Lien, D., Tse, Y.K.
Published 2011

Local influence on bandwidth estimation for kernel smoothing

by Zhang, X., Tse, Y.K.
Published 2011

Fractional cointegration and futures hedging

by Lien, D., Tse, Y.K.
Published 2011

Price-volume relation in stocks: A multiple time series analysis on the Singapore market

by Chan, W.S., Tse, Y.K.
Published 2011

Local influence on bandwidth estimation for kernel smoothing

by Zhang, X., Tse, Y.K.
Published 2014

The cointegration of Asian currencies revisited

by Tse, Y.K., Ng, L.K.
Published 2011