Econometric forecasting and high-frequency data analysis

by TSE, Yiu Kuen, TSE, Yiu Kuen
Published 2009

A Diagnostic Test for the Multinomial Logit Model

by TSE, Yiu Kuen
Published 1987

A Proportional Random Utility Approach to Qualitative Response Models

by TSE, Yiu Kuen
Published 1989

Assessing Lunds Critical Values for Testing for Outliers in Linear Regression Models

by TSE, Yiu Kuen
Published 1988

Lead-Lag Relationship between Spot and Futures Price of the Nikkei Stock Average

by TSE, Yiu Kuen
Published 1995

A Test for Constant Correlations in a Multivariate Garch Model

by TSE, Yiu Kuen
Published 2000

Edgeworth Approximations in First Order Stochastic Difference Equations with Exogenous Variables

by TSE, Yiu Kuen
Published 1982

Edgeworth Approximations for T-Ratios of 2sls Estimates of a Dynamic Model

by TSE, Yiu Kuen
Published 1984

Mle of Some Continuous Time Financial Models: Some Monte Carlo Results

by TSE, Yiu Kuen
Published 1992

Interest Rate Models and Option Pricing: A Sensitivity Analysis

by TSE, Yiu Kuen
Published 1995

Short-Term Interest Rate Models and the Generation of Interest Rate Scenarios

by TSE, Yiu Kuen
Published 1997

The Conditional Heteroscedasticity of the Yen-Dollar Exchange Rates

by TSE, Yiu Kuen
Published 1998

Stock Returns Volatility in the Tokyo Stock Exchange

by TSE, Yiu Kuen
Published 1991

Modelling Reverse Mortgages

by TSE, Yiu Kuen
Published 1995

Some International Evidence on the Stochastic Behaviour of Interest Rates

by TSE, Yiu Kuen
Published 1995

Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading

by TSE, Yiu Kuen
Published 2005

Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading

by TSE, Yiu Kuen
Published 2005

Testing for Functional Form and Heteroscedasticity

by TSE, Yiu Kuen
Published 2004

Causality between Volume and Return in the Singapore Stock Market

by TSE, Yiu Kuen
Published 1991

Stochastic Models of Interest Rates in Economics, Finance and Actuarial Science, Keynote Address, Modsim 95

by TSE, Yiu Kuen
Published 1995