Statistics
Publications
19
Citations
704
H-Index
14
Active since
1991
Yiu Kuen Tse is an author at Singapore Management University specializing in finance, business, and financial economics.
Publications per year
1991–2012
19
19
Hedging time-varying downside risk
Donald Lien, Yiu Kuen Tse · Journal of Futures Markets · 1998 · 108 citations
Hedging downside risk with futures contracts
Donald Lien, Yiu Kuen Tse · Applied Financial Economics · 2000 · 99 citations
Management, Finance, Risk Management +17
Fractional cointegration and futures hedging
Donald Lien, Yiu Kuen Tse · Journal of Futures Markets · 1999 · 87 citations
A Multivariate GARCH Model with Time-Varying Correlations
Yiu Kuen Tse, Albert K. Tsui · SSRN Electronic Journal · 2000 · 83 citations · Full text
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