A Monte Carlo Investigation of Some Tests for Stochastic Dominance

by TSE, Yiu Kuen, ZHANG, Xibin
Published 2000

A Monte Carlo Investigation of Some Tests for Stochastic Dominance

by TSE, Yiu Kuen, Zhang, Xibin
Published 2004

Local Influence on Bandwidth Estimation for Kernel Smoothing

by TSE, Yiu Kuen, Zhang, Xibin
Published 2001

The Variance Ratio Test with Stable Paretian Errors

by TSE, Yiu Kuen, Zhang, Xibin
Published 2002

A class of nonlinear stochastic volatility models and its implications on pricing currency options

by YU, Jun, YANG, Zhenlin, ZHANG, Xibin
Published 2006

Structural Change and Lead-Lag Relationship between the Nikkei Spot Index and Furure's Price: A Genetic Programming Approach

by Lien, Donald, TSE, Yiu Kuen, ZHANG, Xibin
Published 2003

Estimation of hyperbolic diffusion using Markov chain Monte Carlo method

by TSE, Yiu Kuen, ZHANG, Xibin, YU, Jun
Published 2004

A Small-Sample Overlapping Variance-Ratio Test

by TSE, Yiu Kuen, NG, K. W., ZHANG, Xibin
Published 2002

Stochastic Modelling of Multifractal Exchange Rates

by TSE, Yiu Kuen, Zhang, Xibin, Chan, Wai-Sum
Published 2000

Detecting Structural Changes Using Genetic Programming with an Application to the Greater-China Stock Markets

by TSE, Yiu Kuen, Zhang, Xibin, Chan, Wai-Sum
Published 2000

A Small-Sample Overlapping Variance-Ratio Test

by TSE, Yiu Kuen, NG, K. W., ZHANG, Xibin
Published 2004