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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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The lead-lag relation between the S&P500 spot and futures markets : an intraday-data analysis using a threshold regression model
Tse, Yiu Kuen; Chan, Wai-Sum - In: The Japanese economic review : the journal of the … 61 (2010) 1, pp. 133-144
Persistent link: https://www.econbiz.de/10003980315
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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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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
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Hedging downside risk : futures vs. options
Lien, Da-hsiang Donald; Tse, Yiu Kuen - In: International review of economics & finance : IREF 10 (2001) 2, pp. 159-169
Persistent link: https://www.econbiz.de/10001583340