Price comovement and market segmentation of Chinese A- and H-shares: Evidence from a panel latent-factor model von Dong, Yingjie, Huang, Wenxin, Tse, Yiu-Kuen

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ESTIMATION OF TIME-VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK von Preve, Daniel, Tse, Yiu-Kuen

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Business time sampling scheme with applications to testing semi-martingale hypothesis and estimating integrated volatility von Dong, Yingjie, Tse, Yiu-Kuen

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Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix von Dong, Yingjie, Tse, Yiu-Kuen

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Intraday Value-at-Risk: An asymmetric autoregressive conditional duration approach von Liu, Shouwei, Tse, Yiu-Kuen

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Editorial for the Special Issue on Financial Econometrics von Tse, Yiu-Kuen

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THE EXCHANGE RATE SYSTEM REFORM IN CHINA: SOME IMPORTANT RESULTS von YIP, PAUL S. L., TSE, YIU-KUEN, DONG, YINGJIE

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On estimating market microstructure noise variance von Dong, Yingjie, Tse, Yiu-Kuen

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Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Approach von Tse, Yiu-kuen, Yang, Thomas Tao

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Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation von Tse, Yiu-Kuen, Dong, Yingjie

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THE LEAD-LAG RELATION BETWEEN THE S&P500 SPOT AND FUTURES MARKETS: AN INTRADAY-DATA ANALYSIS USING A THRESHOLD REGRESSION MODEL von TSE, YIU-KUEN, CHAN, WAI-SUM

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SINGAPORE’S LIFE PROGRAM: ACTUARIAL FRAMEWORK, LONGEVITY RISK AND IMPACT OF ANNUITY FUND RETURN von KWONG, KOON-SHING, TSE, YIU-KUEN, CHAN, WAI-SUM

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Financial Econometrics von Tse, Yiu-Kuen

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Generalized LM tests for functional form and heteroscedasticity von Yang, Zhenlin, Tse, Yiu-Kuen

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Enhancing Singapore's pension scheme: A blueprint for further flexibility von Kwong, Koon-Shing, Tse, Yiu-Kuen, Chan, Wai-Sum

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The impact of transaction duration, volume and direction on price dynamics and volatility von Tay, Anthony S., Ting, Christopher, Kuen Tse, Yiu, Warachka, Mitch

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A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations von Tse, Y. K, Tsui, Albert K. C

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Expectations formation and forecasting of vehicle demand: an empirical study of the vehicle quota auctions in Singapore von Chu, Sing-Fat, Koh, Winston T.H., Tse, Yiu Kuen

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A Hybrid Equity Release Plan for Retirement Financing von Kwong, Koon-Shing, Tse, Yiu-Kuen, Chay, Junxing

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A test for constant correlations in a multivariate GARCH model von Tse, Y.K

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