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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - 2007
Persistent link: https://www.econbiz.de/10003729191
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Exchange-rate systems and interest-rate behaviour : the experience of Hong Kong and Singapore
Tse, Yiu Kuen; Yip, Paul S. L. - In: International review of economics & finance : IREF 15 (2006) 2, pp. 212-227
Persistent link: https://www.econbiz.de/10003334408
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Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W.; Lien, Da-hsiang Donald; Tse, Yiuman; … - In: International review of economics & finance : IREF 14 (2005) 4, pp. 415-425
Persistent link: https://www.econbiz.de/10003195716
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Stock volatility and impact of news : the case of four Asia-Pacific markets
Tse, Yiu Kuen - In: Advances in international banking and finance 2 (1996), pp. 115-137
Persistent link: https://www.econbiz.de/10001208777
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A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen; Tsui, Albert K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
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The impacts of Hong Kong's currency board reforms on the interbank market
Tse, Yiu Kuen; Yip, Paul S. L. - In: Journal of banking & finance 27 (2003) 12, pp. 2273-2296
Persistent link: https://www.econbiz.de/10001824082