The following pages link to Yiu Kuen Tse (Q374791):
Displaying 15 items.
- On calculating the Edgeworth approximate distribution of an econometric estimator or test statistic (Q374792) (← links)
- Testing linear and log-linear regressions with autocorrelated errors (Q374913) (← links)
- Testing for linear and log-linear regressions with heteroscedasticity (Q374967) (← links)
- (Q888337) (redirect page) (← links)
- Intraday value-at-risk: an asymmetric autoregressive conditional duration approach (Q888338) (← links)
- On estimating market microstructure noise variance (Q1672752) (← links)
- (Q1929084) (redirect page) (← links)
- Functional form and spatial dependence in dynamic panels (Q1929085) (← links)
- Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix (Q2208902) (← links)
- The impact of transaction duration, volume and direction on price dynamics and volatility (Q3169221) (← links)
- Generalized LM tests for functional form and heteroscedasticity (Q3521280) (← links)
- Local influence on bandwidth estimation for kernel smoothing (Q4534207) (← links)
- Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (Q4610221) (← links)
- Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach (Q4647252) (← links)
- A Monte Carlo investigation of some tests for stochastic dominance (Q4673865) (← links)
