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A test for constant correlations in a multivariate GARCH model
Tse, Yiu Kuen - In: Journal of econometrics 98 (2000) 1, pp. 107-127
Persistent link: https://www.econbiz.de/10001497684
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Edgeworth approximations in first-order stochastic difference equations with exogenous variables
Tse, Y. K. - In: Journal of econometrics 20 (1982) 2, pp. 175-195
Persistent link: https://www.econbiz.de/10002920314
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Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei; Tse, Yiu Kuen - In: Journal of econometrics 189 (2015) 2, pp. 437-446
Persistent link: https://www.econbiz.de/10011504612