Concepedia

Yiu‐Kuen Tse

YT

Statistics

Publications

16

Citations

2K

H-Index

13

Active since

1995

Affiliations

Singapore Management University(Current)

The University of Texas at San Antonio

Chinese University of Hong Kong

National University of Singapore

Monash University

Yiu‐Kuen Tse is an author at Singapore Management University specializing in financial economics, economics, and finance.

ORCID

Publications per year

1995–2017

16

Publications

16

A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations

Yiu‐Kuen Tse, Albert K. Tsui · Journal of Business and Economic Statistics · 2002 · 1.2K citations · Full text

, , +17

Some Recent Developments in Futures Hedging

Donald Lien, Yiu‐Kuen Tse · Journal of Economic Surveys · 2002 · 227 citations · Full text

, , +17

Residual‐based diagnostics for conditional heteroscedasticity models

Yiu‐Kuen Tse · Econometrics Journal · 2002 · 102 citations

, , +13

An empirical examination of IPO underpricing in the Chinese A-share market

Ting Yu, Yiu‐Kuen Tse · China Economic Review · 2005 · 101 citations

, , +11

A Monte Carlo investigation of some tests for stochastic dominance

Yiu‐Kuen Tse, Xibin Zhang · Journal of Statistical Computation and Simulation · 2004 · 95 citations

, , +17

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