Y. K. Tse : Citation Profile


Are you Y. K. Tse?

Singapore Management University

12

H index

17

i10 index

809

Citations

RESEARCH PRODUCTION:

32

Articles

14

Papers

RESEARCH ACTIVITY:

   26 years (1982 - 2008). See details.
   Cites by year: 31
   Journals where Y. K. Tse has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 7 (0.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts1
   Updated: 2017-07-15    RAS profile: 2008-08-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Y. K. Tse.

Is cited by:

McAleer, Michael (41)

Wong, Wing-Keung (19)

Tsui, Albert (17)

Lean, Hooi Hooi (17)

Osborn, Denise (15)

Teräsvirta, Timo (14)

Caporin, Massimiliano (10)

Silvennoinen, Annastiina (10)

Chang, Chia-Lin (10)

Tansuchat, Roengchai (10)

Antonakakis, Nikolaos (9)

Cites to:

Bollerslev, Tim (16)

Engle, Robert (13)

Diebold, Francis (8)

Baillie, Richard (6)

MacKinnon, James (6)

Baltagi, Badi (5)

Klemperer, Paul (5)

Christoffersen, Peter (4)

Andersen, Torben (4)

Ritter, Jay (4)

Levin, Dan (3)

Main data


Where Y. K. Tse has published?


Journals with more than one article published# docs
International Review of Economics & Finance5
Journal of Business & Economic Statistics4
Economics Letters4
Journal of Applied Econometrics3
Journal of Econometrics3
Japan and the World Economy2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Working Papers / Singapore Management University, School of Economics5
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing Y. K. Tse (2017 and 2016)


YearTitle of citing document
2016Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro . In: Papers. RePEc:arx:papers:1504.03733.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2016Portfolio Optimisation Under Flexible Dynamic Dependence Modelling. (2016). Catania, Leopoldo ; Bernardi, Mauro . In: Papers. RePEc:arx:papers:1601.05199.

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2016Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542.

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2016Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308.

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2016Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion. (2016). Alvarez, Luis ; Luis , ; Salminen, Paavo . In: Papers. RePEc:arx:papers:1608.04537.

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2017A note on the Nelson Cao inequality constraints in the GJR-GARCH model: Is there a leverage effect?. (2017). Stavroyiannis, Stavros . In: Papers. RePEc:arx:papers:1705.00535.

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2016The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro . In: The Japanese Economic Review. RePEc:bla:jecrev:v:67:y:2016:i:3:p:280-294.

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2016Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series. (2016). YAYA, OLAOLUWA ; Olubusoye, Olusanya E. In: OPEC Energy Review. RePEc:bla:opecrv:v:40:y:2016:i:3:p:235-262.

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2016Contagion in International Stock and Currency Markets During Recent Crisis Episodes. (2016). Tuteja, Divya ; Dua, Pami. In: Working papers. RePEc:cde:cdewps:258.

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2016Consumption and Money Uncertainty at the Zero Lower Bound. (2016). Abubaker, Riyad . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00406.

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2016Correlation changes between the risk-free rate and sovereign yields of euro area countries. (2016). De Santis, Roberto ; Stein, Michael ; Desantis, Roberto . In: Working Paper Series. RePEc:ecb:ecbwps:20161979.

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2016The uncertainty of conditional returns, volatilities and correlations in DCC models. (2016). Ruiz, Esther ; Fresoli, Diego E. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:170-185.

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2016Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach. (2016). Palm, Franz ; Laurent, Sébastien ; Lecourt, Christelle . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:383-400.

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2016A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection. (2016). Galeano, Pedro ; Ausin, Concepcion M ; Virbickait, Audron . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:814-829.

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2016No contagion from Russia toward global equity markets after the 2014 international sanctions. (2016). Castagneto-Gissey, G ; Nivorozhkin, E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:79-98.

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2016Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?. (2016). Filis, George ; Duffy, David ; Degiannakis, Stavros ; Livada, Alexandra . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:551-563.

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2016Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods. (2016). Zhou, Jian. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:690-698.

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2016Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897.

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2016Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches. (2016). Masih, Abul ; Rahim, Adam Mohamed . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:425-438.

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2016Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

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2016International contagion through financial versus non-financial firms. (2016). Akhtaruzzaman, MD ; Shamsuddin, Abul . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163.

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2016Financial crises and dynamic linkages across international stock and currency markets. (2016). Tuteja, Divya ; Dua, Pami. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:249-261.

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2016Asymmetric causality in-mean and in-variance among equity markets indexes. (2016). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:49-68.

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2016Market integration between conventional and Islamic stock prices. (2016). JOUINI, Jamel ; Majdoub, Jihed ; Mansour, Walid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:436-457.

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2016Linear time-varying regression with Copula–DCC–GARCH models for volatility. (2016). Kim, Jong-Min ; Jung, Hojin . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:262-265.

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2016Venture capitalist participation and the performance of Chinese IPOs. (2016). Otchere, Isaac ; Na, AN. In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:226-245.

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2016Macro-economic determinants of European stock and government bond correlations: A tale of two regions. (2016). Perego, Erica R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:214-232.

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2016Effects of financial turmoil on financial integration and risk premia in emerging markets. (2016). COUHARDE, Cécile ; Boubakri, Salem ; Raymond, Helene . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:120-138.

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2016Testing against changing correlation. (2016). Harvey, Andrew ; Thiele, Stephen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:575-589.

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2016Monitoring multivariate variance changes. (2016). Galeano, Pedro ; Pape, Katharina ; Wied, Dominik . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pa:p:54-68.

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2016Volatility linkages between energy and agricultural commodity prices. (2016). Schulz, Franziska ; López Cabrera, Brenda. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:190-203.

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2016What the investors need to know about forecasting oil futures return volatility. (2016). Wang, Yudong ; Wu, Chongfeng ; Ma, Feng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139.

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2016Oil price volatility forecast with mixture memory GARCH. (2016). Walther, Thomas ; Klein, Tony . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:46-58.

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2017Pure martingale and joint normality tests for energy futures contracts. (2017). Shrestha, Keshab ; Rassiah, Puspavathy ; Subramaniam, Ravichandran . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:174-184.

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2017Is hedging the crack spread no longer all its cracked up to be?. (2017). Liu, Pan ; Power, Gabriel J ; Vedenov, Dmitry . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:31-40.

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2016Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis. (2016). Karanasos, Menelaos ; Karoglou, Michail ; Yfanti, Stavroula . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:332-349.

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2016Will the crisis “tear us apart”? Evidence from the EU. (2016). Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

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2016Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe. (2016). Choudhry, Taufiq . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:303-311.

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2016What drives asymmetric dependence structure of asset return comovements?. (2016). Poshakwale, Sunil S ; Mandal, Anandadeep . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:312-330.

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2016Dynamic spillover effects in futures markets: UK and US evidence. (2016). Floros, Christos ; Antonakakis, Nikolaos ; Kizys, Renatas . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:406-418.

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2017Dynamic robust portfolio selection with copulas. (2017). Han, Yingwei ; Xia, Yong ; Li, Ping . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:190-200.

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2017Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis. (2017). Mensi, Walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:26-33.

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2016Credit rating agency downgrades and the Eurozone sovereign debt crises. (2016). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:117-131.

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2016Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Mollah, Sabur ; Zafirov, Goran . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:151-167.

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2016Optimal hedging in carbon emission markets using Markov regime switching models. (2016). Shi, Yukun ; Philip, Dennis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:1-15.

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2017Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350.

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2016Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market. (2016). Gong, Pu ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:441:y:2016:i:c:p:173-191.

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2016On the dynamic dependence and asymmetric co-movement between the US and Central and Eastern European transition markets. (2016). Raza, Syed ; Boubaker, Heni . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:459:y:2016:i:c:p:9-23.

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2017Determining the multi-scale hedge ratios of stock index futures using the lower partial moments method. (2017). Dai, Jun ; Zhao, Shaoquan ; Zhou, Haigang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:502-510.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2016Forecasting stock market volatility using Realized GARCH model: International evidence. (2016). Sharma, Prateek ; Vipul, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:222-230.

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2017Estimation of single-index model with spatial interaction. (2017). Sun, Yan . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:62:y:2017:i:c:p:36-45.

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2016Global financial crisis and spillover effects among the U.S. and BRICS stock markets. (2016). Nguyen, Duc Khuong ; Mensi, Walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:257-276.

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2017Stock index hedging using a trend and volatility regime-switching model involving hedging cost. (2017). Su, Ender . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:233-254.

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2016Return and volatility interdependences in up and down markets across developed and emerging countries. (2016). Kundu, Srikanta ; Sarkar, Nityananda . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:297-311.

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2016On emerging stock market contagion: The Baltic region. (2016). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Alexakis, Panayotis D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:312-321.

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2017Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis. (2017). Agudelo, Diego ; Gutierrez, Marcela ; Cardona, Laura . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:115-127.

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2017Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory. (2017). Mghaieth, Asma ; el Mehdi, Imen Khanchel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:595-611.

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2017How does electronic trading affect efficiency of stock market and conditional volatility? Evidence from Toronto Stock Exchange. (2017). Saadi, Samir ; Dutta, Shantanu ; Essaddam, Naceur ; Kumar, Vinod . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:867-877.

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2017Oil vs. gasoline: The dark side of volatility and taxation. (2017). Chevallier, Julien ; Aboura, Sofiane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:976-989.

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2017LIQUIDITY ADJUSTED VALUE AT RISK: INTEGRATING THE UNCERTAINTY IN DEPTH AND TIGHTNESS. (2017). Evren, Burak ; Uslu, Levent C. In: Eurasian Journal of Business and Management. RePEc:ejn:ejbmjr:v:5:y:2017:i:1:p:55-69.

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2016Modelling Conditional Volatility and Downside Risk for Istanbul Stock Exchange. (2016). Ahmed, Doaa. In: Working Papers. RePEc:erg:wpaper:1028.

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2016Farm transition and indigenous growth: The rise to medium- and large-scale farming in Ghana:. (2016). Chapoto, Antony ; Asante-Addo, Collins ; Houssou, Nazaire . In: IFPRI discussion papers. RePEc:fpr:ifprid:1499.

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2016Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios. (2016). Keeci, Neslihan Fidan ; Uryasev, Stan ; Kuzmenko, Viktor . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:4:p:11-:d:79820.

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2016Conventional, Partially Converted and Environmentally Friendly Farming in South Korea: Profitability and Factors Affecting Farmers’ Choice. (2016). Nguyen, Trung Thanh ; Koellner, Thomas ; Shin, Hio-Jung ; Poppenborg, Patrick ; Lee, Saem . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:8:p:704-:d:74668.

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2016Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market. (2016). Johansson, Anders ; Feng, Xunan . In: Stockholm School of Economics Asia Working Paper Series. RePEc:hhs:hascer:2016-039.

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2016Athens game of chicken or the conditional dependence between the Greek banks. (2016). Derbali, Abdelkader ; Sy, Aida ; Hallara, Slaheddine . In: International Journal of Economics and Accounting. RePEc:ids:ijecac:v:7:y:2016:i:1:p:1-26.

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2016Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts?. (2016). Arambur, Andrs Herrera ; Rodrguez, Gabriel . In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:9:y:2016:i:1:p:45-66.

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2016Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models. (2016). Bonga-Bonga, Lumengo ; Nleya, Lebogang . In: MPRA Paper. RePEc:pra:mprapa:75809.

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2017Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models. (2017). Sun, Yiguo ; Malikov, Emir. In: MPRA Paper. RePEc:pra:mprapa:77253.

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2017Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations. (2017). Gourieroux, Christian ; Zakoian, Jean-Michel ; Monfort, Alain . In: MPRA Paper. RePEc:pra:mprapa:79623.

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2016Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies. (2016). Mirovi, Vera ; Ivkov, Dejan ; Njegi, Jovan . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2016:y:2016:i:6:id:591:p:686-705.

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2016Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria ; Bille, Anna Gloria . In: CEIS Research Paper. RePEc:rtv:ceisrp:375.

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2016Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate. (2016). Kurasawa, Kazutaka . In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:5:y:2016:i:4:p:1-19.

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2016Asymmetry with respect to the memory in stock market volatilities. (2016). Lonnbark, Carl . In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0975-2.

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2016Does oil price respond to macroeconomic uncertainty? New evidence. (2016). Yin, Libo . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1027-7.

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2016Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market. (2016). Gil-Alana, Luis ; Chen, Zhongfei ; Barros, Carlos P. In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1063-3.

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2016Volatility and Market Risk of Rubber Price in Malaysia: Pre- and Post-Global Financial Crisis. (2016). Goh, Han Hwa ; Ng, Sew Lai ; Khor, Chia Ying ; Tan, Kim Leng . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:14:y:2016:i:2:d:10.1007_s40953-016-0037-4.

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2017Volatility spillover effects in interbank money markets. (2017). Ribeiro, Pedro Pires ; Curto, Jose Dias . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:1:d:10.1007_s10290-016-0268-7.

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2016On the Predictability and Resilience of Gold Prices’ Returns and Volatility. (2016). Francis, John . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:6:y:2016:i:6:f:6_6_2.

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2017Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. (2017). van Dijk, Dick ; Kole, Erik ; Opschoor, Anne ; Markwat, Thijs . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150140.

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2016Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance. (2016). Füss, Roland ; Adams, Zeno ; Fuess, Roland . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:13.

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2016IPO Initial Excess Return in an Emerging Market: Evidence from Vietnam’s Stock Exchanges. (2016). Pan, Lee Hsien ; Huang, Shaio Yan ; Lee, Chao-Hsiung ; Nguyen, Bich Hanh . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:19:y:2016:i:02:p:1650011-01-1650011-23.

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2016Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Baruník, Jozef ; Barunik, Jozef ; Krehlik, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54.

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Works by Y. K. Tse:


YearTitleTypeCited
2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations. In: Journal of Business & Economic Statistics.
[Citation analysis]
article222
2007A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression In: Journal of Business & Economic Statistics.
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article3
1987A Diagnostic Test for the Multinomial Logit Model. In: Journal of Business & Economic Statistics.
[Citation analysis]
article11
1989A Proportional Random Utility Approach to Qualitative Response Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
2002 Some Recent Developments in Futures Hedging. In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article55
2004A small-sample overlapping variance-ratio test In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article3
2004Tests of Functional Form and Heteroscedasticity In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper0
2004Tests of Functional Form and Heteroscedasticity.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
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