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 2,877 2 7 22 6,371
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 511 0 0 4 1,152
A Multivariate GARCH Model with Time-Varying correlations 0 1 2 1,027 3 6 15 2,389
Forecasting Life Expectancy: Evidence from a New Survival Function 0 0 0 51 1 5 12 63
Medical Savings Accounts in Singapore: How much is adequate? 0 0 0 11 0 2 64 139
Monetizing Housing Equity to Generate Retirement Incomes 0 2 5 59 0 4 22 184
Ownership and Use Taxes as Congestion Correcting Instruments 0 0 0 87 0 1 5 310
Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor†Singaporeans 0 1 1 19 2 7 20 152
Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore 0 0 1 102 3 3 10 389
Time-Varying Currency Betas: Evidence from Developed and Emerging Markets 0 0 1 19 0 0 4 103
Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar 0 0 1 23 1 3 19 159
Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach 0 0 1 289 0 1 3 787
Total Working Papers 0 4 14 5,075 12 39 200 12,198
8 registered items for which data could not be found


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 6 9 37 1,642
AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE 0 0 0 18 0 0 0 54
Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach 0 0 0 201 0 0 2 788
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 1 7 83
Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States 1 1 3 77 2 2 15 247
CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES 0 0 2 13 0 1 11 71
Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach 0 0 1 95 0 0 4 300
Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market 0 0 1 25 0 0 3 104
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 1 2 88 0 1 5 274
Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China 1 2 9 32 3 6 20 76
Diagnostics for conditional heteroscedasticity models: some simulation results 0 0 0 3 0 1 2 20
Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets 0 0 0 7 2 2 3 55
Evaluating the hedging performance of the constant-correlation GARCH model 0 0 5 245 1 1 12 834
Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model 0 0 0 18 0 1 1 48
Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors 0 0 0 3 0 0 1 17
Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors 0 0 2 20 0 1 7 94
Forecasting life expectancy: Evidence from a new survival function 0 0 1 10 0 0 3 38
Life annuities of compulsory savings and income adequacy of the elderly in Singapore 0 0 2 159 0 2 11 443
Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach 0 0 1 17 0 0 2 89
Medical savings accounts in Singapore: how much is adequate? 1 1 1 33 1 2 10 157
Monetary services and money demand in China 0 0 2 110 1 1 5 273
New estimates of time-varying currency betas: A trivariate BEKK approach 0 0 0 11 1 2 3 61
On tests for long memory in Pacific Basin stock returns 0 0 0 0 0 0 2 13
Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach 0 0 0 41 0 0 2 128
Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach 0 0 0 7 1 1 1 43
Total Journal Articles 3 5 32 1,245 18 34 169 5,952


Statistics updated 2021-01-03