Y. K. Tse : Citation Profile


Are you Y. K. Tse?

Singapore Management University

14

H index

18

i10 index

1097

Citations

RESEARCH PRODUCTION:

32

Articles

14

Papers

RESEARCH ACTIVITY:

   26 years (1982 - 2008). See details.
   Cites by year: 42
   Journals where Y. K. Tse has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 8 (0.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts1
   Updated: 2020-09-14    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 (47)

Teräsvirta, Timo (22)

Tsui, Albert (19)

Wong, Wing-Keung (19)

Lean, Hooi Hooi (18)

Degiannakis, Stavros (17)

Silvennoinen, Annastiina (16)

Osborn, Denise (15)

Chang, Chia-Lin (13)

Valls Pereira, Pedro (13)

Antonakakis, Nikolaos (10)

Cites to:

Bollerslev, Tim (20)

Engle, Robert (18)

Diebold, Francis (8)

Baillie, Richard (6)

Baltagi, Badi (5)

MacKinnon, James (5)

Ritter, Jay (4)

Christoffersen, Peter (4)

Wooldridge, Jeffrey (4)

Chou, Ray (4)

Andersen, Torben (4)

Main data


Where Y. K. Tse has published?


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

Working Papers Series with more than one paper published# docs
Working Papers / Singapore Management University, School of Economics5
Econometrics / University Library of Munich, Germany2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing Y. K. Tse (2020 and 2019)


YearTitle of citing document
2020Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077.

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2020The interdependency structure in the Mexican stock exchange: A network approach. (2020). Aguilar, Erick Trevino . In: Papers. RePEc:arx:papers:2004.06676.

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2020The Cost of Trade Distortion: Britain’s Carbon Price Support and Cross-border Electricity Trade. (2020). Newbery, David M ; Guo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2014.

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2019The accuracy of asymmetric GARCH model estimation. (2019). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:cii:cepiie:2019-q1-157-11.

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2019DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations. (2019). Yongdeng, XU ; Luc, BAUWENS. In: CORE Discussion Papers. RePEc:cor:louvco:2019025.

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2019Comovement of Home Prices: A Conditional Copula Approach. (2019). Li, QI ; Long, Wei ; Hou, Lei. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:houlongli.

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2019Multivariate Analysis of East African Currency Exchange Rate Dynamics. (2019). Shiferaw, Yegnanew A. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:shiferaw.

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2019Scenario generation and probabilistic forecasting analysis of spatio-temporal wind speed series with multivariate autoregressive volatility models. (2019). Lucheroni, Carlo ; Ragno, Costantino ; Boland, John. In: Applied Energy. RePEc:eee:appene:v:239:y:2019:i:c:p:1226-1241.

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2019Effective energy commodity risk management: Econometric modeling of price volatility. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:234-250.

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2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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2020Provincial economic performance and underpricing of IPOs: Evidence from political interventions in China. (2020). Li, Yuan ; Uchida, Konari ; Liu, Jianlei . In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:274-285.

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2019Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:675-687.

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2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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2019Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises. (2019). Charfeddine, Lanouar ; al Refai, Hisham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300841.

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2019Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. (2019). Su, Xianfang ; Jiang, Yong ; Kuang, Yuanpei ; Lin, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300968.

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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2020Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-Rodríguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723.

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2019Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. (2019). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:493-515.

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2020Dynamic conditional angular correlation. (2020). Chan, Kung-Sik ; Jarjour, Riad. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:137-150.

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2019Flexible dynamic vine copula models for multivariate time series data. (2019). Lysy, Martin ; Czado, Claudia ; Acar, Elif F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:181-197.

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2019Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas. (2019). Gomez-Gonzalez, Jose ; Rojas-Espinosa, Wilmer. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518304023.

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2019The optimal derivative-based corporate hedging strategies under equity-linked managerial compensation. (2019). Akron, Sagi. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014118300013.

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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2019The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations. (2019). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy. RePEc:eee:energy:v:169:y:2019:i:c:p:895-913.

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2019Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum. (2019). Kang, Sanghoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:222-230.

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2019Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis. (2019). Zhou, Zhongbao ; Lin, Ling ; Jiang, Yong ; Liu, Qing. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:245-254.

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2019Volatility co-movement between Bitcoin and Ether. (2019). Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:221-227.

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2019Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2019). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1735-1747.

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2019Regulated price and Demand in China’s IPO market. (2019). Lu, Helen ; Geertsema, Paul. In: Journal of Economics and Business. RePEc:eee:jebusi:v:106:y:2019:i:c:s0148619518302376.

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2020Does the Euro–Mediterranean Partnership contribute to regional integration?. (2020). Boubaker, Sabri ; ben Slimane, Faten ; Jouini, Jamel. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:328-348.

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2019The impact of oil price uncertainty on GCC stock markets. (2019). Khalid, Ali ; Klein, Tony ; Alqahtani, Abdullah. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719305021.

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2019The impact of innovation on IPO short-term performance – Evidence from the Chinese markets. (2019). Sadeghi, Mehdi ; Zhou, LU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:208-235.

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2019Energy, precious metals, and GCC stock markets: Is there any risk spillover?. (2019). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:45-70.

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2019Long range dependence in the Bitcoin market: A study based on high-frequency data. (2019). Zargar, Faisal Nazir ; Kumar, Dilip. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:625-640.

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2019Portfolio selection in a multi-asset, incomplete-market economy. (2019). Chen, Jun-Home ; Lian, Yu-Min. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:228-238.

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2019The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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2020Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects. (2020). Yang, Zhenlin ; Xu, Yuhong. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:81:y:2020:i:c:s0166046219300328.

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2020Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity. (2020). Yang, Zhenlin ; Li, Liyao. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:81:y:2020:i:c:s0166046219301139.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2019Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:106-133.

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2019Are IPOs underpriced or overpriced? Evidence from an emerging market. (2019). Kassi, Diby Francois ; Ning, Ding ; Sun, Gang ; Louembe, Pierre Axel ; Rathnayake, Dilesha Nawadali. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:171-190.

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2019An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:322-335.

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2019A theory of auto ownership rationing. (2019). Yang, Hai ; Wu, Qiao-Yu ; Li, Zhi-Chun. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:127:y:2019:i:c:p:125-146.

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2019What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115611.

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2019An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?. (2019). Chkili, Walid ; Hamdi, Manel . In: Working Papers. RePEc:erg:wpaper:13.

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2019Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review. (2019). Sathye, Milind ; Liu, Shuangzhe ; Ma, Tiefeng ; Sun, Ruili. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:48-:d:216804.

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2019Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas. (2019). Duc, Toan Luu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:52-:d:218986.

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2019What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223.

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2020Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings. (2020). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:88-:d:352757.

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2020Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana. (2020). Adam, Anokye M ; Mensah, Prince Osei. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:55-:d:365570.

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2020Risk Management Opportunities between Socially Responsible Investments and Selected Commodities. (2020). Kuziak, Katarzyna ; Cupriak, Daniel ; Popczyk, Tomasz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2003-:d:328908.

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2019Risk Measurement. (2019). Hassani, Bertrand K ; Guegan, Dominique. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02119256.

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2019New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies. (2019). SADEFO, Jules ; Moumouni, Zoulkiflou. In: Working Papers. RePEc:hal:wpaper:hal-02417459.

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2019Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:151-168.

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2019How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models. (2019). Dong, Manh Cuong ; Sriboonchitta, Songsak ; Lee, Sangyoel. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9743-z.

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2019The Credit Default Swap market contagion during recent crises: international evidence. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0741-6.

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2019Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models. (2019). Rice, Gregory ; Zhao, Yuqian ; Wirjanto, Tony. In: MPRA Paper. RePEc:pra:mprapa:93048.

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2019Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model. (2019). Sarkar, Nityananda ; Kundu, Srikanta ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:94707.

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2019A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2019). Fantazzini, Dean ; Zimin, Stephan. In: MPRA Paper. RePEc:pra:mprapa:95988.

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2019The relationship between carry trade and asset markets in South Africa. (2019). Bonga-Bonga, Lumengo ; Maake, Tebogo. In: MPRA Paper. RePEc:pra:mprapa:96667.

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2020Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:99658.

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2020Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting. (2020). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:202056.

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2020To infinity and beyond: Efficient computation of ARCH(\infty) models. (2020). Noël, Antoine ; Nielsen, Morten ; Nol, Antoine. In: Working Paper. RePEc:qed:wpaper:1425.

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2019Dynamic integration and network structure of the EMU sovereign bond markets. (2019). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Rostom, Ahmed ; Nguyen, Duc Khuong. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2831-1.

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2019An intra-household analysis of farmers’ perceptions of and adaptation to climate change impacts: empirical evidence from drought prone zones of Bangladesh. (2019). Hayat, Abu ; Akhter, Tahmina ; A. K. M. Abdullah Al-Amin, ; Kirby, Mac ; Mainuddin, Mohammed ; Haque, Md Masudul ; Hossain, M J ; Jahan, Hasneen. In: Climatic Change. RePEc:spr:climat:v:156:y:2019:i:4:d:10.1007_s10584-019-02511-9.

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2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8.

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2019The dynamic relationship between stock index and exchange rate: Evidence for Tunis. (2019). Wajdi, Moussa. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:8:y:2019:i:1:f:8_1_4.

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2019Asymptotic Theory for Rotated Multivariate GARCH Models. (2019). Pauwels, Laurent ; McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Working Papers. RePEc:syb:wpbsba:2123/20178.

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2019Copula Multivariate GARCH Model with Constrained Hamiltonian Monte Carlo. (2019). Belisle, Louis ; Burda, Martin. In: Working Papers. RePEc:tor:tecipa:tecipa-638.

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2020Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting. (2020). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni. In: Working papers. RePEc:uct:uconnp:2020-10.

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2020A novel risk management framework for natural gas markets. (2020). Pouliasis, Panos ; Visvikis, Ilias D ; Kryukov, Alexander A ; Papapostolou, Nikos C. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:430-459.

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2020Index options open interest and stock market returns. (2020). Seo, Sung Won ; Kim, Jun Sik ; Byun, Suk Joon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:989-1010.

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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]
article336
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]
article14
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.
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article68
2004A small-sample overlapping variance-ratio test In: Journal of Time Series Analysis.
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article3
2004Tests of Functional Form and Heteroscedasticity In: Econometric Society 2004 Australasian Meetings.
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paper0
2004Tests of Functional Form and Heteroscedasticity.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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This paper has another version. Agregated cites: 0
paper
2000A Multivariate GARCH Model with Time-Varying Correlations In: Econometric Society World Congress 2000 Contributed Papers.
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paper39
2000A Multivariate GARCH Model with Time-Varying Correlations.(2000) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2000A Multivariate GARCH Model with Time-Varying correlations.(2000) In: Econometrics.
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This paper has another version. Agregated cites: 39
paper
2008Generalized LM tests for functional form and heteroscedasticity In: Econometrics Journal.
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article1
2002Residual-based diagnostics for conditional heteroscedasticity models In: Econometrics Journal.
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article40
2006An empirical examination of IPO underpricing in the Chinese A-share market In: China Economic Review.
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article21
1983On calculating the edgeworth approximate distribution of an econometric estimator or test statistic In: Economics Letters.
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article0
1984Testing linear and log-linear regressions with autocorrelated errors In: Economics Letters.
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article0
1984Testing for linear and log-linear regressions with heteroscedasticity In: Economics Letters.
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article1
2006Functional form and spatial dependence in dynamic panels In: Economics Letters.
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article15
1982Edgeworth approximations in first-order stochastic difference equations with exogenous variables In: Journal of Econometrics.
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article2
1987A note on Sargan densities In: Journal of Econometrics.
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article1
2000A test for constant correlations in a multivariate GARCH model In: Journal of Econometrics.
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article188
2002Physical delivery versus cash settlement: an empirical study on the feeder cattle contract In: Journal of Empirical Finance.
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article3
1991Stock returns volatility in the Tokyo stock exchange In: Japan and the World Economy.
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article18
1997The cointegration of Asian currencies revisited In: Japan and the World Economy.
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article14
2003The impacts of Hong Kongs Currency Board reforms on the interbank market In: Journal of Banking & Finance.
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article5
1995Some international evidence on the stochastic behavior of interest rates In: Journal of International Money and Finance.
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article21
1997Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar In: Pacific-Basin Finance Journal.
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article19
2001Hedging downside risk: futures vs. options In: International Review of Economics & Finance.
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article13
2004Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market In: International Review of Economics & Finance.
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