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 0 2,886 5 6 21 6,488
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 514 1 3 20 1,195
A Multivariate GARCH Model with Time-Varying correlations 0 1 2 1,039 1 6 18 2,442
Forecasting Life Expectancy: Evidence from a New Survival Function 0 0 0 54 6 7 19 95
Medical Savings Accounts in Singapore: How much is adequate? 0 0 0 11 6 7 14 267
Monetizing Housing Equity to Generate Retirement Incomes 1 1 3 83 3 7 17 245
Ownership and Use Taxes as Congestion Correcting Instruments 0 0 0 88 5 7 15 329
Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor†Singaporeans 0 0 0 24 6 8 14 197
Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore 0 0 0 102 3 5 16 428
Time-Varying Currency Betas: Evidence from Developed and Emerging Markets 0 0 0 19 0 0 11 119
Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar 0 0 0 26 5 5 14 199
Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach 0 0 0 290 2 5 30 824
Total Working Papers 1 2 6 5,136 43 66 209 12,828

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 3 4 26 1,734
AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE 0 0 0 19 0 0 4 67
Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach 0 0 0 202 2 3 12 805
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 2 2 5 90
Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States 0 0 0 77 0 2 10 271
CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES 0 0 0 14 3 7 13 89
Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach 0 0 0 102 0 3 14 337
Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market 0 0 0 29 1 2 10 135
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 4 5 9 291
Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China 0 1 1 38 1 2 9 109
Diagnostics for conditional heteroscedasticity models: some simulation results 0 0 0 5 0 0 4 34
ECONOMIC-DEMOGRAPHIC DEPENDENCY RATIO IN A LIFE-CYCLE MODEL 0 2 3 14 1 3 8 32
Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets 0 1 1 8 1 3 11 68
Evaluating the hedging performance of the constant-correlation GARCH model 0 0 2 255 9 12 28 898
Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model 0 0 0 19 2 2 6 56
Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors 0 0 0 3 2 2 8 30
Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors 0 0 1 22 2 11 24 134
Forecasting life expectancy: Evidence from a new survival function 0 0 0 11 2 2 9 59
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap 0 0 1 7 1 4 16 37
Life annuities of compulsory savings and income adequacy of the elderly in Singapore 0 0 5 186 3 6 27 508
Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy 0 0 4 11 3 4 16 39
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 0 7 103
Medical savings accounts in Singapore: how much is adequate? 0 0 0 37 2 2 9 185
Monetary services and money demand in China 0 0 1 112 4 5 15 311
New estimates of time-varying currency betas: A trivariate BEKK approach 0 0 0 12 2 4 14 86
Nexus between housing and pension policies in Singapore: measuring retirement adequacy of the Central Provident Fund 1 3 4 57 3 11 21 150
On tests for long memory in Pacific Basin stock returns 0 0 0 0 2 2 6 19
Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models 0 0 1 7 1 4 8 25
VOLATILITY DYNAMICS IN FOREIGN EXCHANGE RATES: FURTHER EVIDENCE FROM THE MALAYSIAN RINGGIT AND SINGAPORE DOLLAR 0 0 0 2 3 5 11 29
Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach 0 0 0 41 2 6 11 144
Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds? 0 0 0 4 2 3 9 52
Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach 0 0 0 7 5 6 11 56
Total Journal Articles 1 7 25 1,421 68 127 391 6,983

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Statistics updated 2026-05-06