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Albert K. C. Tsui · Study
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Author
Albert K. C. Tsui
11 works
· latest 2007
· 1 institutions
cluster: provisional
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11
Citations
1,777
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Most cited in this library
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
2002 · 1,198 citations
Evaluating the hedging performance of the constant-correlation GARCH model
2002 · 178 citations
A Multivariate GARCH Model with Time-Varying Correlations
2000 · 77 citations
Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China
1999 · 66 citations
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar
1997 · 57 citations
Works
11 shown
Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
Japan and the World Economy
·
2007
·
2 authors
55
citations
Medical savings accounts in Singapore: how much is adequate?
Journal of Health Economics
·
2005
·
2 authors
·
Open access
24
citations
Life annuities of compulsory savings and income adequacy of the elderly in Singapore
Journal of Pensions Economics and Finance
·
2003
·
2 authors
35
citations
Evaluating the hedging performance of the constant-correlation GARCH model
Applied Financial Economics
·
2002
·
2 authors
178
citations
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
Journal of Business and Economic Statistics
·
2002
·
2 authors
·
Open access
1,198
citations
Ownership and Use Taxes as Congestion Correcting Instruments
National Bureau of Economic Research
·
2001
·
3 authors
·
report
·
Open access
16
citations
Monetary services and money demand in China
China Economic Review
·
2000
·
1 author
16
citations
A Multivariate GARCH Model with Time-Varying Correlations
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
77
citations
A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models
Journal of Time Series Analysis
·
1999
·
1 author
·
Open access
55
citations
Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China
Mathematics and Computers in Simulation
·
1999
·
1 author
66
citations
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar
Pacific-Basin Finance Journal
·
1997
·
1 author
·
Open access
57
citations