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 0 4 17 6,482
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 514 1 9 19 1,193
A Multivariate GARCH Model with Time-Varying correlations 1 1 2 1,039 3 7 15 2,439
Forecasting Life Expectancy: Evidence from a New Survival Function 0 0 0 54 0 7 12 88
Medical Savings Accounts in Singapore: How much is adequate? 0 0 0 11 1 6 8 261
Monetizing Housing Equity to Generate Retirement Incomes 0 2 6 82 1 8 16 239
Ownership and Use Taxes as Congestion Correcting Instruments 0 0 0 88 2 6 10 324
Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor†Singaporeans 0 0 0 24 1 5 8 190
Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore 0 0 0 102 0 8 11 423
Time-Varying Currency Betas: Evidence from Developed and Emerging Markets 0 0 0 19 0 8 12 119
Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar 0 0 0 26 0 5 10 194
Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach 0 0 0 290 1 20 26 820
Total Working Papers 1 3 10 5,135 10 93 164 12,772

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 1 11 26 1,731
AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE 0 0 0 19 0 3 4 67
Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach 0 0 0 202 0 7 9 802
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 2 3 88
Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States 0 0 0 77 1 4 10 270
CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES 0 0 0 14 2 7 9 84
Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach 0 0 0 102 2 10 14 336
Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market 0 0 0 29 0 3 8 133
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 0 0 0 90 1 4 5 287
Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China 0 0 0 37 0 6 8 107
Diagnostics for conditional heteroscedasticity models: some simulation results 0 0 0 5 0 3 4 34
ECONOMIC-DEMOGRAPHIC DEPENDENCY RATIO IN A LIFE-CYCLE MODEL 2 2 3 14 2 4 7 31
Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets 1 1 1 8 2 6 10 67
Evaluating the hedging performance of the constant-correlation GARCH model 0 0 2 255 2 9 18 888
Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model 0 0 0 19 0 2 4 54
Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors 0 0 0 3 0 3 7 28
Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors 0 0 1 22 9 14 22 132
Forecasting life expectancy: Evidence from a new survival function 0 0 0 11 0 7 7 57
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap 0 0 2 7 2 9 16 35
Life annuities of compulsory savings and income adequacy of the elderly in Singapore 0 1 6 186 1 7 24 503
Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy 0 3 4 11 0 7 12 35
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 0 1 7 183
Monetary services and money demand in China 0 0 1 112 1 6 12 307
New estimates of time-varying currency betas: A trivariate BEKK approach 0 0 0 12 1 6 11 83
Nexus between housing and pension policies in Singapore: measuring retirement adequacy of the Central Provident Fund 0 0 3 54 3 6 18 142
On tests for long memory in Pacific Basin stock returns 0 0 0 0 0 2 4 17
Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models 0 0 1 7 1 3 5 22
VOLATILITY DYNAMICS IN FOREIGN EXCHANGE RATES: FURTHER EVIDENCE FROM THE MALAYSIAN RINGGIT AND SINGAPORE DOLLAR 0 0 0 2 0 1 7 24
Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach 0 0 0 41 3 6 8 141
Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds? 0 0 0 4 0 4 6 49
Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach 0 0 0 7 0 3 5 50
Total Journal Articles 3 7 25 1,417 34 166 317 6,890

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04