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Estimation of time-varying adjusted probability of informed trading and probability of symmetric order-flow shock
Preve, Daniel; Tse, Yiu Kuen - In: Journal of applied econometrics 28 (2013) 7, pp. 1138-1152
Persistent link: https://www.econbiz.de/10010351081
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Modelling firm-size distribution using Box-Cox heteroscedastic regression
Yang, Z. L.; Tse, Yiu Kuen - In: Journal of applied econometrics 21 (2006) 5, pp. 641-653
Persistent link: https://www.econbiz.de/10003360461
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The conditional heteroscedasticity of the yen-dollar exchange rate
Tse, Yiu Kuen - In: Journal of applied econometrics 13 (1998) 1, pp. 49-55
Persistent link: https://www.econbiz.de/10001237949
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Term structure of interest rates in the Singapore Asian dollar market
Lee, Tom Kwan-yau - In: Journal of applied econometrics 6 (1991) 2, pp. 143-152
Persistent link: https://www.econbiz.de/10001107423