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 1 1 2,887 0 4 23 6,492
A Multivariate GARCH Model with Time-Varying Correlations 0 0 0 514 0 0 18 1,195
A Multivariate GARCH Model with Time-Varying correlations 0 0 2 1,039 1 2 19 2,444
Forecasting Life Expectancy: Evidence from a New Survival Function 0 0 0 54 0 0 19 95
Medical Savings Accounts in Singapore: How much is adequate? 0 0 0 11 0 0 14 267
Monetizing Housing Equity to Generate Retirement Incomes 0 0 3 83 0 1 18 246
Ownership and Use Taxes as Congestion Correcting Instruments 0 0 0 88 0 0 15 329
Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor†Singaporeans 0 0 0 24 0 0 12 197
Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore 0 0 0 102 0 0 16 428
Time-Varying Currency Betas: Evidence from Developed and Emerging Markets 0 0 0 19 0 1 12 120
Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar 0 0 0 26 0 1 15 200
Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach 0 0 0 290 0 2 31 826
Total Working Papers 0 1 6 5,137 1 11 212 12,839

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 0 6 29 1,740
AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE 0 0 0 19 0 0 3 67
Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach 0 0 0 202 0 1 12 806
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 1 1 6 91
Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States 0 0 0 77 0 0 10 271
CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES 0 0 0 14 0 0 12 89
Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach 0 0 0 102 0 0 14 337
Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market 0 0 0 29 0 2 10 137
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 0 3 12 294
Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China 0 0 1 38 1 2 11 111
Diagnostics for conditional heteroscedasticity models: some simulation results 0 0 0 5 1 1 5 35
ECONOMIC-DEMOGRAPHIC DEPENDENCY RATIO IN A LIFE-CYCLE MODEL 0 0 3 14 0 1 8 33
Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets 0 0 1 8 0 1 12 69
Evaluating the hedging performance of the constant-correlation GARCH model 0 0 1 255 0 1 27 899
Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model 0 0 0 19 0 0 6 56
Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors 0 0 0 3 0 0 8 30
Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors 1 1 1 23 1 5 27 139
Forecasting life expectancy: Evidence from a new survival function 0 0 0 11 0 1 10 60
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap 0 0 0 7 0 0 14 37
Life annuities of compulsory savings and income adequacy of the elderly in Singapore 0 1 2 187 1 2 23 510
Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy 0 0 3 11 0 2 17 41
Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach 0 0 0 18 0 0 3 103
Medical savings accounts in Singapore: how much is adequate? 0 0 0 37 1 1 7 186
Monetary services and money demand in China 0 0 1 112 1 2 16 313
New estimates of time-varying currency betas: A trivariate BEKK approach 0 0 0 12 2 2 14 88
Nexus between housing and pension policies in Singapore: measuring retirement adequacy of the Central Provident Fund 1 2 5 59 3 9 27 159
On tests for long memory in Pacific Basin stock returns 0 0 0 0 2 2 7 21
Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models 0 0 0 7 0 0 7 25
VOLATILITY DYNAMICS IN FOREIGN EXCHANGE RATES: FURTHER EVIDENCE FROM THE MALAYSIAN RINGGIT AND SINGAPORE DOLLAR 0 0 0 2 0 0 10 29
Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach 0 0 0 41 0 0 11 144
Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds? 0 0 0 4 2 4 12 56
Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach 0 0 0 7 1 5 16 61
Total Journal Articles 2 4 18 1,425 17 54 406 7,037

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Statistics updated 2026-08-07