E-LIB Suche - Ergebnisse für: Tse, Yiu Kuen

1

An improved test for statistical arbitrage:

Jarrow, Robert ; Teo, Melvyn ; Tse, Yiu Kuen.
Journal of Financial Markets. 15 (2012) 1 - p. 47-80 , 2012

Link: https://doi.org/10.1016/..

2

Nonlife actuarial models

theory, methods and evaluation International series on actuarial science

Tse, Yiu Kuen , 2009

Link: https://doi.org/10.1017/..

3

Nonlife actuarial models: theory, methods and evaluation

International series on actuarial science

Tse, Yiu Kuen , 2009

Link: https://search.ebscohost..

4

Econometric forecasting and high-frequency data analysis

Lecture notes series, v. 13

Mariano, Roberto S ; Tse, Yiu Kuen , 2008

Link: https://search.ebscohost..

5

Open vs. sealed-bid auctions: testing for revenue equivalen..:

Koh, Winston T. H. ; Mariano, Roberto S. ; Tse, Yiu Kuen
Applied Economics. 39 (2007) 1 - p. 125-134 , 2007

Link: https://doi.org/10.1080/..

6

STATISTICS WITH ESTIMATED PARAMETERS:

Yang, Zhenlin ; Tse, Yiu Kuen ; Bai, Zhidong
Statistica Sinica. 17 (2007) 2 - p. 817-837 , 2007

Link: https://www.jstor.org/st..

7

A survey on physical delivery versus cash settlement in fut..:

Lien, Donald ; Tse, Yiu Kuen
International Review of Economics & Finance. 15 (2006) 1 - p. 15-29 , 2006

Link: https://doi.org/10.1016/..

8

Effects of electronic trading on the Hang Seng Index future..:

Fung, Joseph K.W. ; Lien, Donald ; Tse, Yiuman.
International Review of Economics & Finance. 14 (2005) 4 - p. 415-425 , 2005

Link: https://doi.org/10.1016/..

9

Expectations formation and forecasting of vehicle demand: a..:

Chu, Sing-Fat ; Koh, Winston T.H. ; Tse, Yiu Kuen
Transportation Research Part A: Policy and Practice. 38 (2004) 5 - p. 367-381 , 2004

Link: https://doi.org/10.1016/..

10

Physical delivery versus cash settlement: an empirical stud..:

Lien, Donald ; Tse, Yiu Kuen
Journal of Empirical Finance. 9 (2002) 4 - p. 361-371 , 2002

Link: https://doi.org/10.1016/..

11

Hedging downside risk: futures vs. options:

Lien, Donald ; Tse, Yiu Kuen
International Review of Economics & Finance. 10 (2001) 2 - p. 159-169 , 2001

Link: https://doi.org/10.1016/..

12

Local influence on bandwidth estimation for kernel smoothin:

Zhang, Xibin. ; Tse, Yiu Kuen.
Journal of Statistical Computation and Simulation. 70 (2001) 4 - p. 349-370 , 2001

Link: https://doi.org/10.1080/..

13

Hedging downside risk with futures contracts:

Lien, Donald ; Tse, Yiu Kuen
Applied Financial Economics. 10 (2000) 2 - p. 163-170 , 2000

Link: https://doi.org/10.1080/..

14

Forecasting the Nikkei spot index with fractional cointegra..:

Lien, Donald ; Tse, Yiu Kuen
Journal of Forecasting. 18 (1999) 4 - p. 259-273 , 1999

Link: https://doi.org/10.1002/..

15

Fractional cointegration and futures hedging:

Lien, Donald ; Tse, Yiu Kuen
Journal of Futures Markets. 19 (1999) 4 - p. 457-474 , 1999

Link: https://doi.org/10.1002/..