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 2 7 13 6,478
A Multivariate GARCH Model with Time-Varying Correlations 0 0 1 514 1 7 10 1,184
A Multivariate GARCH Model with Time-Varying correlations 0 1 1 1,038 2 6 8 2,432
Forecasting Life Expectancy: Evidence from a New Survival Function 0 0 0 54 2 4 6 81
Medical Savings Accounts in Singapore: How much is adequate? 0 0 0 11 2 2 2 255
Monetizing Housing Equity to Generate Retirement Incomes 0 0 4 80 3 3 9 231
Ownership and Use Taxes as Congestion Correcting Instruments 0 0 0 88 1 3 5 318
Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor†Singaporeans 0 0 0 24 0 0 4 185
Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore 0 0 0 102 0 3 3 415
Time-Varying Currency Betas: Evidence from Developed and Emerging Markets 0 0 0 19 2 3 4 111
Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar 0 0 0 26 3 4 7 189
Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach 0 0 0 290 5 5 6 800
Total Working Papers 0 1 7 5,132 23 47 77 12,679

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 4 7 19 1,720
AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE 0 0 0 19 0 0 1 64
Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach 0 0 0 202 1 1 2 795
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 1 2 86
Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States 0 0 0 77 2 5 6 266
CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES 0 0 0 14 0 0 2 77
Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach 0 0 2 102 2 3 8 326
Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market 0 0 0 29 2 2 6 130
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 1 2 101
Diagnostics for conditional heteroscedasticity models: some simulation results 0 0 0 5 0 1 2 31
ECONOMIC-DEMOGRAPHIC DEPENDENCY RATIO IN A LIFE-CYCLE MODEL 0 1 1 12 1 2 3 27
Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets 0 0 0 7 3 4 4 61
Evaluating the hedging performance of the constant-correlation GARCH model 1 1 2 255 3 6 9 879
Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model 0 0 0 19 1 2 2 52
Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors 0 0 0 3 2 2 6 25
Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors 0 0 1 22 5 5 8 118
Forecasting life expectancy: Evidence from a new survival function 0 0 0 11 0 0 0 50
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap 0 0 2 7 2 3 8 26
Life annuities of compulsory savings and income adequacy of the elderly in Singapore 0 0 5 185 6 8 17 496
Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy 0 0 3 8 1 2 7 28
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 1 3 9 103
Medical savings accounts in Singapore: how much is adequate? 0 0 0 37 2 3 6 182
Monetary services and money demand in China 1 1 1 112 3 4 6 301
New estimates of time-varying currency betas: A trivariate BEKK approach 0 0 0 12 2 2 6 77
Nexus between housing and pension policies in Singapore: measuring retirement adequacy of the Central Provident Fund 0 0 4 54 2 4 16 136
On tests for long memory in Pacific Basin stock returns 0 0 0 0 1 1 2 15
Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models 0 0 1 7 1 1 2 19
VOLATILITY DYNAMICS IN FOREIGN EXCHANGE RATES: FURTHER EVIDENCE FROM THE MALAYSIAN RINGGIT AND SINGAPORE DOLLAR 0 0 0 2 3 4 6 23
Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach 0 0 0 41 1 1 2 135
Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds? 0 0 0 4 1 1 2 45
Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach 0 0 0 7 1 2 2 47
Total Journal Articles 2 3 23 1,410 54 82 174 6,724

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Statistics updated 2025-12-06