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Citation: Yk. Tse, A test for constant correlations in a multivariate GARCH model, J ECONOMET, 98(1), 2000, pp. 107-127

Authors: Lien, D Tse, YK

Citation: D. Lien et Yk. Tse, A note on the length effect of futures hedging, ADV INV AN, 7, 2000, pp. 131-143

Authors: Lien, D Tse, YK

Citation: D. Lien et Yk. Tse, Forecasting the Nikkei spot index with fractional cointegration, J FORECAST, 18(4), 1999, pp. 259-273

Authors: Lien, D Tse, YK

Citation: D. Lien et Yk. Tse, Fractional cointegration and futures hedging, J FUT MARK, 19(4), 1999, pp. 457-474