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 2,886 3 10 16 6,481
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 514 2 9 12 1,186
A Multivariate GARCH Model with Time-Varying correlations 0 0 1 1,038 3 8 11 2,435
Forecasting Life Expectancy: Evidence from a New Survival Function 0 0 0 54 3 7 9 84
Medical Savings Accounts in Singapore: How much is adequate? 0 0 0 11 1 3 3 256
Monetizing Housing Equity to Generate Retirement Incomes 0 0 4 80 1 4 9 232
Ownership and Use Taxes as Congestion Correcting Instruments 0 0 0 88 2 5 7 320
Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor†Singaporeans 0 0 0 24 1 1 5 186
Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore 0 0 0 102 4 6 7 419
Time-Varying Currency Betas: Evidence from Developed and Emerging Markets 0 0 0 19 2 5 6 113
Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar 0 0 0 26 2 5 8 191
Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach 0 0 0 290 1 6 7 801
Total Working Papers 0 0 7 5,132 25 69 100 12,704

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 9 20 1,722
AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE 0 0 0 19 1 1 2 65
Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach 0 0 0 202 3 4 5 798
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 2 3 3 88
Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States 0 0 0 77 2 6 8 268
CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES 0 0 0 14 3 3 5 80
Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach 0 0 2 102 1 4 9 327
Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market 0 0 0 29 1 3 6 131
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 0 1 1 283
Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China 0 0 0 37 1 2 3 102
Diagnostics for conditional heteroscedasticity models: some simulation results 0 0 0 5 1 2 3 32
ECONOMIC-DEMOGRAPHIC DEPENDENCY RATIO IN A LIFE-CYCLE MODEL 0 0 1 12 1 2 4 28
Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets 0 0 0 7 3 7 7 64
Evaluating the hedging performance of the constant-correlation GARCH model 0 1 2 255 2 8 11 881
Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model 0 0 0 19 1 3 3 53
Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors 0 0 0 3 0 2 6 25
Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors 0 0 1 22 1 6 9 119
Forecasting life expectancy: Evidence from a new survival function 0 0 0 11 1 1 1 51
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap 0 0 2 7 5 8 13 31
Life annuities of compulsory savings and income adequacy of the elderly in Singapore 1 1 6 186 2 8 19 498
Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy 0 0 1 8 1 2 6 29
Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach 0 0 1 18 0 2 9 103
Medical savings accounts in Singapore: how much is adequate? 0 0 0 37 0 3 6 182
Monetary services and money demand in China 0 1 1 112 3 7 9 304
New estimates of time-varying currency betas: A trivariate BEKK approach 0 0 0 12 1 3 6 78
Nexus between housing and pension policies in Singapore: measuring retirement adequacy of the Central Provident Fund 0 0 4 54 1 4 17 137
On tests for long memory in Pacific Basin stock returns 0 0 0 0 1 2 3 16
Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models 0 0 1 7 1 2 3 20
VOLATILITY DYNAMICS IN FOREIGN EXCHANGE RATES: FURTHER EVIDENCE FROM THE MALAYSIAN RINGGIT AND SINGAPORE DOLLAR 0 0 0 2 0 4 6 23
Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach 0 0 0 41 1 2 3 136
Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds? 0 0 0 4 0 1 2 45
Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach 0 0 0 7 1 3 3 48
Total Journal Articles 1 3 22 1,411 43 118 211 6,767

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Statistics updated 2026-01-09