Concepedia

Yi-Kei Tse

YT

13

Publications

914

Citations

12

H-Index

1991

Active since

Affiliations

University of Hong Kong(Current)

National University of Singapore

Queen Mary Hospital

Duke-NUS Medical School

National Heart Centre Singapore

Yi-Kei Tse is an author at University of Hong Kong specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingVolatility ModelingEconomicsGlobal FinanceFinancial EconomicsTime Series EconometricsMedicineStatistics

Publications per year

1991–2025

13

Publications

13

The conditional heteroscedasticity of the yen-dollar exchange rate

Yi-Kei Tse · Journal of Applied Econometrics · 1998 · 333 citations · Full text

Volatility Modeling, Yen–dollar Exchange Rate, Exchange Rate +16

Lead‐lag relationship between spot index and futures price of the nikkei stock average

Yi-Kei Tse · Journal of Forecasting · 1995 · 145 citations

Engineering, Vector Autoregression, Time Series Econometrics +18

Effects of 18-month low-magnitude high-frequency vibration on fall rate and fracture risks in 710 community elderly—a cluster-randomized controlled trial

K. S. Leung, C. Y. Li, Yi-Kei Tse et al. · Osteoporosis International · 2014 · 101 citations

Fall Prevention, Aging, Health Sciences +12

Stock returns volatility in the Tokyo stock exchange

Yi-Kei Tse · Japan and the World Economy · 1991 · 87 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +7

Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar

Yi-Kei Tse, Albert K. Tsui · Pacific-Basin Finance Journal · 1997 · 57 citations

Economics, Volatility Modeling, Malaysian Ringgit +8

Rows per page

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