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Nonlife actuarial models : theory, methodes and evaluation
Tse, Yiu Kuen; Tse, Yiu Kuen - 2009
Persistent link: https://www.econbiz.de/10010228718
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Econometric forecasting and high-frequency data analysis
Mariano, Roberto S. (ed.); Tse, Yiu Kuen (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003692148
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The spot and forward exchange rates : some empir. evidence of Singapore
Tse, Yiu Kuen - In: Applied economics 18 (1986) 3, pp. 319-331
Persistent link: https://www.econbiz.de/10001047621
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A test for constant correlations in a multivariate GARCH model
Tse, Yiu Kuen - In: Journal of econometrics 98 (2000) 1, pp. 107-127
Persistent link: https://www.econbiz.de/10001497684
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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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Some international evidence on the stochastic behavior of interest rates
Tse, Yiu Kuen - In: Journal of international money and finance 14 (1995) 5, pp. 721-738
Persistent link: https://www.econbiz.de/10001191596
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Modelling reverse mortgages
Tse, Yiu Kuen - In: Asia Pacific journal of management : APJM ; a … 12 (1995) 2, pp. 79-95
Persistent link: https://www.econbiz.de/10001192884
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Lead-lag relationship between spot index and futures price of the Nikkei Stock Average
Tse, Yiu Kuen - In: Journal of forecasting 14 (1995) 7, pp. 553-563
Persistent link: https://www.econbiz.de/10001192928
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Nonlinear dynamics of the Nikkei Stock Average Futures
Tse, Yiu Kuen - In: Financial engineering and the Japanese markets 2 (1995) 3, pp. 181-195
Persistent link: https://www.econbiz.de/10001203355
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Stock returns volatility in the Tokyo stock exchange
Tse, Yiu Kuen - In: Japan and the world economy : international journal of … 3 (1991) 3, pp. 285-298
Persistent link: https://www.econbiz.de/10001115736