yk-tse documents

A note on Sargan densities
Documents A note on Sargan densities
MLE of some continuous time financial models: Some Monte Carlo results
Documents MLE of some continuous time financial models: Some Monte Carlo results
A test for constant correlations in a multivariate GARCH model
Documents A test for constant correlations in a multivariate GARCH model
No-cointegration test based on fractional differencing: Some Monte Carlo results
Documents No-cointegration test based on fractional differencing: Some Monte Carlo results
Short-term interest rate models and generation of interest rate scenarios
Documents Short-term interest rate models and generation of interest rate scenarios
Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore
Documents Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore
The cointegration of Asian currencies revisited
Documents The cointegration of Asian currencies revisited