Y. K. Tse : Citation Profile


Are you Y. K. Tse?

Singapore Management University

13

H index

17

i10 index

914

Citations

RESEARCH PRODUCTION:

32

Articles

14

Papers

RESEARCH ACTIVITY:

   26 years (1982 - 2008). See details.
   Cites by year: 35
   Journals where Y. K. Tse has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 7 (0.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts1
   Updated: 2018-07-21    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)

Tsui, Albert (19)

Wong, Wing-Keung (19)

Lean, Hooi Hooi (17)

Teräsvirta, Timo (16)

Osborn, Denise (15)

Silvennoinen, Annastiina (14)

Degiannakis, Stavros (12)

Tansuchat, Roengchai (10)

Chang, Chia-Lin (10)

Caporin, Massimiliano (10)

Cites to:

Bollerslev, Tim (16)

Engle, Robert (13)

Diebold, Francis (8)

Baillie, Richard (6)

MacKinnon, James (6)

Baltagi, Badi (5)

Andersen, Torben (4)

Ritter, Jay (4)

Christoffersen, Peter (4)

Klemperer, Paul (4)

welch, ivo (3)

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 Econometrics3
Journal of Applied 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
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 (2018 and 2017)


YearTitle of citing document
2017Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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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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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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2018New HSIC-based tests for independence between two stationary multivariate time series. (2018). Wang, Guochang ; Zhu, KE ; Li, Wai Keung. In: Papers. RePEc:arx:papers:1804.09866.

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2017Volatility Modelling and Parametric Value-At-Risk Forecast Accuracy: Evidence from Metal Products. (2017). Mabrouk, Samir. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:63-80.

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2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

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2017Study on spillover effect between international soybean market and Chinas domestic soybean market. (2017). Ma, Kun ; Diao, Gang. In: Revista Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:84:p:260-266.

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2017Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuan-Lopez, Ana I ; Dawson, Philip J. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2017Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures. (2017). Biakowski, Jdrzej ; Koeman, Jan. In: Working Papers in Economics. RePEc:cbt:econwp:17/18.

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2018Nonlinearities and Regimes in Conditional Correlations with Different Dynamics. (2018). Bauwens, L ; Otrando, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:201803.

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2017Study on spillover effect between international soybean market and Chinas domestic soybean market. (2017). Ma, Kun ; Diao, Gang. In: ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016034.

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2017Study on spillover effect between international soybean market and Chinas domestic soybean market. (2017). Ma, Kun ; Diao, Gang. In: ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016035.

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2018Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-6.

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2017Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model. (2017). Zhang, Heng-Guo ; Su, Fei ; Xiao, Ran ; Qiu, Shuqi ; Song, Yan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:355-367.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Jebabli, Ikram ; Roubaud, David. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Are low-frequency data really uninformative? A forecasting combination perspective. (2018). Ma, Feng ; Zhang, Yaojie ; Liu, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:92-108.

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2018Reconsidering Monetary Policy: An Empirical Examination of the Relationship Between Interest Rates and Nominal GDP Growth in the U.S., U.K., Germany and Japan. (2018). Lee, Kang-Soek ; Werner, Richard A. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:26-34.

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2017Semiparametric estimation and testing of smooth coefficient spatial autoregressive models. (2017). Sun, Yiguo ; Malikov, Emir. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:12-34.

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2017Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading. (2017). Xiu, Dacheng ; Shephard, Neil. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:19-42.

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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). Vedenov, Dmitry ; Liu, Pan ; Power, Gabriel J. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:31-40.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2018Hedging spark spread risk with futures. (2018). Torro, Hipolit ; Martinez, Beatriz. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:731-746.

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2017Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129.

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2018Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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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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2017Fast fractional differencing in modeling long memory of conditional variance for high-frequency data. (2017). Walther, Thomas ; Klein, Tony. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:274-279.

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2017Dynamic correlation of precious metals and flight-to-quality in developed markets. (2017). Klein, Tony. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:283-290.

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2018The effects of options listing and delisting in a short-sale-constrained market: Evidence from the Indian equities markets. (2018). Banerjee, Pradip ; Maitra, Debasish ; Christie-David, Rohan ; Chatrath, Arjun . In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:157-169.

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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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2017Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Gluck, Thorsten ; Adams, Zeno ; Fuss, Roland ; ROLAND FSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:9-24.

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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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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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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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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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2017Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes. (2017). JOUINI, Jamel ; Alshogeathri, Mofleh . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:3:p:166-198.

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2017Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models. (2017). Mirovic, Vera ; Njegic, Jovan ; Zivkov, Dejan . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:5:p:396-422.

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2017Análise do efeito tamanho na Bovespa. (2017). del Mar, Maria ; Gonalves, Luis Miguel ; Miralles-Quiros, Jose Luis. In: RAE - Revista de Administração de Empresas. RePEc:fgv:eaerae:v:57:y:2017:i:4:a:71356.

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2018Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH. (2018). Walther, Thomas ; Nguyen, Nam H ; Klein, Tony ; Quang, Paul Bui. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:18-:d:139768.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2018Dynamic Equicorrelation between S&P500 Index and S&P GSCI. (2018). Derbali, Abdelkader ; Chebbi, Tarek. In: Working Papers. RePEc:hal:wpaper:hal-01695995.

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2018On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market. (2018). de Peretti, Christian ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01710398.

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2018Forecasting and risk management in the Vietnam Stock Exchange. (2018). Darné, Olivier ; Ha, Manh. In: Working Papers. RePEc:hal:wpaper:halshs-01679456.

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2017Hedging spark spread risk with futures. (2017). Torro, Hipolit ; Enguix, Hipolit Torro ; Martinez, Beatriz Martinez . In: Working Papers. Serie EC. RePEc:ivi:wpasec:2017-01.

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2017Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets. (2017). Su, Ender . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9587-y.

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2018Free Trade Agreements and Volatility of Stock Returns and Exchange Rates: Evidence from NAFTA. (2018). Daelemans, Bram ; Nourzad, Farrokh ; Daniels, Joseph P. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:1:d:10.1007_s11079-017-9472-x.

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2017A geometric treatment of time-varying volatilities. (2017). Han, Chulwoo ; Kang, Jangkoo ; Park, Frank C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-017-0618-0.

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2017Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets. (2017). Iqbal, Javed ; Aziz, Zohaib. In: Lahore Journal of Economics. RePEc:lje:journl:v:22:y:2017:i:2:p:89-116.

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2017When the Fed sneezes - Spillovers from U.S. Monetary Policy to Emerging Markets. (2017). Meinusch, Annette . In: MAGKS Papers on Economics. RePEc:mar:magkse:201730.

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2017The Exchange Rate System Reform in China: US Pressure, Implicit Gradual Appreciation and Explicit Exchange Rate Bands. (2017). , Paul ; Dong, Yingjie ; Tse, Yiu-Kuen. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1710.

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2017Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina. (2017). de Jesus, Raul ; Salgado, Oswaldo Garcia ; Ortiz, Edgar. In: Contaduría y Administración. RePEc:nax:conyad:v:62:y:2017:i:4:p:1063-1080.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

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2017Smoothing it Out: Empirical and Simulation Results for Disentangled Realized Covariances. (2017). Elst, Harry Vander ; Veredas, David. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:15:y:2017:i:1:p:106-138..

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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). Zakoian, Jean-Michel ; Monfort, Alain ; Gourieroux, Christian. In: MPRA Paper. RePEc:pra:mprapa:79623.

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2018A Class of Generalized Dynamic Correlation Models. (2018). He, Zhongfang. In: MPRA Paper. RePEc:pra:mprapa:84820.

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2018Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities. (2018). GUPTA, RANGAN ; Demirer, Riza ; Twala, Zintle. In: Working Papers. RePEc:pre:wpaper:201808.

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2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). GUPTA, RANGAN ; Roubaud, David ; Das, Mahamitra ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201812.

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2018Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models. (2018). Bonga-Bonga, Lumengo ; Nleya, Lebogang . In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0822.

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2018ACCURACY IN RISK ESTIMATION BASED ON SIMPLE SMA AND EWMA MODELS:EVIDENCE FROM MACEDONIAN STOCK MARKET. (2018). Angelovska, Julijana ; Ivanovski, Zoran. In: UTMS Journal of Economics. RePEc:ris:utmsje:0228.

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2018RECOGNIZING THE VULNERABILITY OF GENERATION Z TO ECONOMIC AND SOCIAL RISKS. (2018). Novkovska, Blagica ; Serafimovic, Gordana. In: UTMS Journal of Economics. RePEc:ris:utmsje:0229.

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2018S&P500 volatility analysis using high-frequency multipower variation volatility proxies. (2018). chin, wencheong ; Lee, Min Cherng. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1345-z.

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2017Modeling and forecasting exchange rate volatility in Bangladesh using GARCH models: a comparison based on normal and Student’s t-error distribution. (2017). Abdullah, S M ; Hossain, Nazmul ; Siddiqua, Salina . In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0071-z.

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2018Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect. (2018). Kumar, Dilip. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0085-4.

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2018On the Dynamic Linkages Among International Emerging Currencies. (2018). Mighri, Zouheir Ahmed. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0088-1.

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2017Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. (2017). Luis , ; Salminen, Paavo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:86:y:2017:i:2:d:10.1007_s00186-017-0602-4.

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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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2017International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable?. (2017). Godeiro, Lucas ; Frascaroli, Bruno ; Maia, Sinezio Fernandes . In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:6:y:2017:i:4:f:6_4_3.

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2017The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets. (2017). Duppati, Geeta ; Hadsell, Lester ; Scrimgeour, Frank ; Hou, Yang. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1389675.

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2017Speculative bubbles and contagion: Analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model. (2017). Kohn, Maximilian-Benedikt Herwarth ; Zhang, Xibin ; Valls, Pedro L. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1411453.

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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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2018Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2018). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180026.

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2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:12.

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2017LONG MEMORY IN TURKISH STOCK MARKET AND EFFECTS OF CENTRAL BANKS’ ANNOUNCEMENTS. (2017). Erer, Elif. In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:21:y:2017:i:3:p:6-18.

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2017Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326.

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2017Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model. (2017). el Abed, Riadh ; Zardoub, Amna. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201797.

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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]
article255
2007A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
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]
article61
2004A small-sample overlapping variance-ratio test In: Journal of Time Series Analysis.
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