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Open vs. sealed-bid auctions : testing for revenue equivalence under Singapore's vehicle quota system
Koh, Winston T. H.; Mariano, Roberto S.; Tse, Yiu Kuen - In: Applied economics 39 (2007) 1/3, pp. 125-134
Persistent link: https://www.econbiz.de/10003427243
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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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A corrected plug-in method for quantile interval construction through a transformed regression
Yang, Z. L.; Tse, Yiu Kuen - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 3, pp. 356-376
Persistent link: https://www.econbiz.de/10003497043
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An empirical examination of IPO underpricing in the Chinese A-share market
Yu, Ting; Tse, Yiu Kuen - In: China economic review : an international journal 17 (2006) 4, pp. 363-382
Persistent link: https://www.econbiz.de/10003396087
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Application of genetic approach for advanced planning in multi-factory environment
Chung, Sai Ho; Lau, Henry; Choy, King Lun; Ho, G. T. S.; … - In: International journal of production economics 127 (2010) 2, pp. 300-308
Persistent link: https://www.econbiz.de/10008656631
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An improved test for statistical arbitrage
Jarrow, Robert A.; Teo, Melvyn; Tse, Yiu Kuen; … - In: Journal of financial markets 15 (2012) 1, pp. 47-80
Persistent link: https://www.econbiz.de/10009356613
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Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation
Tse, Yiu Kuen; Dong, Yingjie - In: Journal of empirical finance 28 (2014), pp. 352-361
Persistent link: https://www.econbiz.de/10011285621
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Estimation of high-frequency volatility : an autoregressive conditional duration approach
Tse, Yiu Kuen; Yang, Thomas Tao - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 533-545
Persistent link: https://www.econbiz.de/10009667044
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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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Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei; Tse, Yiu Kuen - In: Journal of econometrics 189 (2015) 2, pp. 437-446
Persistent link: https://www.econbiz.de/10011504612