| A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations YK Tse, AKC Tsui Journal of Business & Economic Statistics 20 (3), 351-362, 2002 | 1864 | 2002 |
| A test for constant correlations in a multivariate GARCH model YK Tse Journal of econometrics 98 (1), 107-127, 2000 | 621 | 2000 |
| The conditional heteroscedasticity of the yen–dollar exchange rate YK Tse Journal of Applied Econometrics 13 (1), 49-55, 1998 | 560 | 1998 |
| Evaluating the hedging performance of the constant-correlation GARCH model D Lien, YK Tse, AKC Tsui Applied Financial Economics 12 (11), 791-798, 2002 | 322 | 2002 |
| Some recent developments in futures hedging D Lien, YK Tse Journal of economic surveys 16 (3), 357-396, 2002 | 283 | 2002 |
| Lead‐lag relationship between spot index and futures price of the nikkei stock average YK Tse Journal of forecasting 14 (7), 553-563, 1995 | 201 | 1995 |
| Nonlife actuarial models: theory, methods and evaluation YK Tse Cambridge University Press, 2009 | 188 | 2009 |
| Stock returns volatility in the Tokyo Stock Exchange YK Tse Japan and the World Economy 3 (3), 285-298, 1991 | 183 | 1991 |
| Hedging time-varying downside risk D Lien, YK Tse The Journal of Futures Markets (1986-1998) 18 (6), 705, 1998 | 169 | 1998 |
| An empirical examination of IPO underpricing in the Chinese A-share market YU Ting, YK Tse China economic review 17 (4), 363-382, 2006 | 158 | 2006 |
| Residual‐based diagnostics for conditional heteroscedasticity models YK Tse The Econometrics Journal 5 (2), 358-373, 2002 | 156 | 2002 |
| Fractional cointegration and futures hedging D Lien, YK Tse Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999 | 155 | 1999 |
| Hedging downside risk with futures contracts D Lien, YK Tse Applied Financial Economics 10 (2), 163-170, 2000 | 144 | 2000 |
| A diagnostic test for the multinomial logit model YK Tse Journal of Business & Economic Statistics 5 (2), 283-286, 1987 | 122 | 1987 |
| A Monte Carlo investigation of some tests for stochastic dominance YK Tse, X Zhang Journal of Statistical Computation and Simulation 74 (5), 361-378, 2004 | 113 | 2004 |
| An algorithm for computing values of options on the maximum or minimum of several assets PP Boyle, YK Tse Journal of Financial and Quantitative Analysis 25 (2), 215-227, 1990 | 104 | 1990 |
| Hedging downside risk: futures vs. options D Lien, YK Tse International Review of Economics & Finance 10 (2), 159-169, 2001 | 96 | 2001 |
| Term structure of interest rates in the Singapore Asian dollar market TKY Lee, YK Tse Journal of Applied Econometrics 6 (2), 143-152, 1991 | 81 | 1991 |
| Conditional volatility in foreign exchange rates: evidence from the Malaysian ringgit and Singapore dollar YK Tse, AKC Tsui Pacific-Basin Finance Journal 5 (3), 345-356, 1997 | 77 | 1997 |
| Using high-frequency transaction data to estimate the probability of informed trading A Tay, C Ting, YK Tse, M Warachka Journal of Financial Econometrics 7 (3), 288-311, 2009 | 76 | 2009 |
