Access Statistics for Albert K. C. Tsui

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 2,885 0 0 12 6,465
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 513 0 0 3 1,174
A Multivariate GARCH Model with Time-Varying correlations 0 0 3 1,037 0 0 3 2,424
Medical Savings Accounts in Singapore: How much is adequate? 0 0 0 11 0 0 3 253
Monetizing Housing Equity to Generate Retirement Incomes 0 0 3 76 0 1 6 223
Ownership and Use Taxes as Congestion Correcting Instruments 0 0 0 88 0 1 2 314
Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor†Singaporeans 0 0 0 24 1 1 13 182
Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore 0 0 0 102 0 0 6 412
Time-Varying Currency Betas: Evidence from Developed and Emerging Markets 0 0 0 19 0 0 0 107
Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar 0 0 1 26 1 2 4 184
Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach 0 0 0 290 0 0 1 794
Total Working Papers 0 0 9 5,071 2 5 53 12,532

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations 0 0 0 0 2 4 13 1,705
AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE 0 0 0 19 0 0 0 63
Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach 0 0 0 202 0 0 0 793
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 1 1 85
Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States 0 0 0 77 0 0 1 260
CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES 0 0 0 14 0 0 0 75
Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach 2 2 3 102 4 4 8 322
Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market 0 0 0 29 0 1 2 125
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 0 0 0 282
Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China 0 0 0 37 0 0 4 99
Diagnostics for conditional heteroscedasticity models: some simulation results 0 0 0 5 1 1 2 30
Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets 0 0 0 7 0 0 1 57
Evaluating the hedging performance of the constant-correlation GARCH model 0 0 0 253 0 0 0 870
Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model 0 0 0 19 0 0 1 50
Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors 0 0 0 3 0 2 2 21
Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors 0 0 0 21 0 0 2 110
Forecasting life expectancy: Evidence from a new survival function 0 0 0 11 0 0 1 50
Life annuities of compulsory savings and income adequacy of the elderly in Singapore 0 0 4 180 0 0 6 479
Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach 0 0 0 17 1 2 2 96
Medical savings accounts in Singapore: how much is adequate? 0 0 0 37 0 0 1 176
Monetary services and money demand in China 0 0 0 111 0 0 2 295
New estimates of time-varying currency betas: A trivariate BEKK approach 0 0 0 12 0 1 4 72
On tests for long memory in Pacific Basin stock returns 0 0 0 0 0 0 0 13
Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach 0 0 0 41 0 0 1 133
Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach 0 0 0 7 0 0 0 45
Total Journal Articles 2 2 7 1,306 8 16 54 6,306

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Statistics updated 2025-03-03