Yiu Kuen Tse

Yiu Kuen Tse

Singapore Management University - Singapore / Singapore
Others
AD Scientific Index ID: 415184
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person_outline Yiu Kuen Tse's MOST POPULAR ARTICLES
1-) A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlationsYK Tse, AKC TsuiJournal of Business & Economic Statistics 20 (3), 351-362, 200217462002
2-) A test for constant correlations in a multivariate GARCH modelYK TseJournal of econometrics 98 (1), 107-127, 20006072000
3-) The conditional heteroscedasticity of the yen–dollar exchange rateYK TseJournal of Applied Econometrics 13 (1), 49-55, 19985291998
4-) Evaluating the hedging performance of the constant-correlation GARCH modelD Lien, YK Tse, AKC TsuiApplied Financial Economics 12 (11), 791-798, 20023402002
5-) Some recent developments in futures hedgingD Lien, YK TseJournal of economic surveys 16 (3), 357-396, 20022912002