Albert K. C. Tsui

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Affiliations

• National University of Singapore (NUS) / Department of Economics
  • EDIRC entry
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Research profile

author of:

• A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations (RePEc:bes:jnlbes:v:20:y:2002:i:3:p:351-62)
  by Tse, Y K & Tsui, Albert K C
• Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors (RePEc:bla:pacecr:v:19:y:2014:i:2:p:216-236)
  by Prabhath Jayasinghe & Albert K. Tsui & Zhaoyong Zhang
• Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach (RePEc:cii:cepiei:2009-1tb)
  by Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang
• Life annuities of compulsory savings and income adequacy of the elderly in Singapore (RePEc:cup:jpenef:v:2:y:2003:i:01:p:41-65_00)
  by Chia, Ngee Choon & Tsui, Albert K. C.
• Reverse Mortgages as Retirement Financing Instrument : An Option for “Asset-rich and Cash-poor†Singaporeans (RePEc:eab:financ:22566)
  by Ngee-Choon Chia & Albert K C Tsui
• Medical Savings Accounts in Singapore : How much is adequate? (RePEc:eab:financ:22567)
  by Ngee-Choon Chia & Albert K C Tsui
• Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar (RePEc:eab:financ:22571)
  by Kin-Yip Ho & Albert K Tsui
• Time-Varying Currency Betas : Evidence from Developed and Emerging Markets (RePEc:eab:financ:22761)
  by Prabhath Jayasinghe & Albert K. Tsui
• Monetizing Housing Equity to Generate Retirement Incomes (RePEc:eab:microe:22759)
  by Ngee-Choon Chia & Albert K C Tsui
• A Multivariate GARCH Model with Time-Varying Correlations (RePEc:ecm:wc2000:0250)
  by Yiu Kuen Tse & Albert K. C. Tsui
• Monetary services and money demand in China (RePEc:eee:chieco:v:11:y:2000:i:2:p:134-148)
  by Yu, Qiao & Tsui, Albert K.
• Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach (RePEc:eee:chieco:v:15:y:2004:i:4:p:424-442)
  by Ho, Kin Yip & Tsui, Albert K.C.
• Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model (RePEc:eee:csdana:v:17:y:1994:i:4:p:433-454)
  by Tsui, Albert K. & Ali, Mukhtar M.
• Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market (RePEc:eee:ecmode:v:37:y:2014:i:c:p:89-102)
  by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong
• New estimates of time-varying currency betas: A trivariate BEKK approach (RePEc:eee:ecmode:v:42:y:2014:i:c:p:128-139)
  by Jayasinghe, Prabhath & Tsui, Albert K. & Zhang, Zhaoyong
• Analytically calibrated Box-Cox percentile limits for duration and event-time models (RePEc:eee:insuma:v:35:y:2004:i:3:p:649-677)
  by Yang, Zhenlin & Tsui, Albert K.
• Forecasting life expectancy: Evidence from a new survival function (RePEc:eee:insuma:v:65:y:2015:i:c:p:208-226)
  by Wong, Chi Heem & Tsui, Albert K.
• Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States (RePEc:eee:japwor:v:15:y:2003:i:4:p:437-445)
  by Ho, Kin-Yip & Tsui, Albert K. C.
• Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors (RePEc:eee:japwor:v:20:y:2008:i:4:p:639-660)
  by Jayasinghe, Prabhath & Tsui, Albert K.
• Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets (RePEc:eee:japwor:v:30:y:2014:i:c:p:10-24)
  by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong
• Medical savings accounts in Singapore: how much is adequate? (RePEc:eee:jhecon:v:24:y:2005:i:5:p:855-875)
  by Chia, Ngee-Choon & Tsui, Albert K.C.
• On tests for long memory in Pacific Basin stock returns (RePEc:eee:matcom:v:43:y:1997:i:3:p:445-449)
  by Koong, C.S. & Tsui, Albert K. & Chan, W.S.
• Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China (RePEc:eee:matcom:v:48:y:1999:i:4:p:503-509)
  by Tsui, Albert K. & Yu, Qiao
• Diagnostics for conditional heteroscedasticity models: some simulation results (RePEc:eee:matcom:v:64:y:2004:i:1:p:113-119)
  by Tsui, Albert K
• Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (RePEc:eee:matcom:v:79:y:2009:i:9:p:2856-2868)
  by Ho, Kin-Yip & Tsui, Albert K. & Zhang, Zhaoyong
• Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar (RePEc:eee:pacfin:v:5:y:1997:i:3:p:345-356)
  by Tse, Y. K. & Tsui, Albert K. C.
• Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach (RePEc:jae:japmet:v:19:y:2004:i:5:p:637-642)
  by Albert K. Tsui & Kin-Yip Ho
• An Analysis Of The Conditional Volatility Dynamics Of The Australian Business Cycle (RePEc:jed:journl:v:32:y:2007:i:2:p:157-182)
  by Kin-Yip Ho & Albert K Tsui & Zhaoyong Zhang
• Conditional Volatility Asymmetry Of Business Cycles: Evidence From Four Oecd Countries (RePEc:jed:journl:v:38:y:2013:i:3:p:33-56)
  by Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang
• Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach (RePEc:mmf:mmfc04:12)
  by Kin-Yip Ho & Ka Cheng Tsui
• Ownership and Use Taxes as Congestion Correcting Instruments (RePEc:nbr:nberwo:8278)
  by Ngee-Choon Chia & Albert K. C. Tsui & John Whalley
• Unknown item RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798 (article)
• Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach (RePEc:taf:applec:v:45:y:2013:i:20:p:2909-2914)
  by Vu Thanh Hai & Albert K. Tsui & Zhaoyong Zhang
• Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore (RePEc:uwo:uwowop:20035)
  by Ngee-Choon Chia & Albert K C Tsui & John Whalley
• A Multivariate GARCH Model with Time-Varying Correlations (RePEc:wpa:wuwpem:0004007)
  by Y.K. Tse & Albert K.C. Tsui
• A Multivariate GARCH Model with Time-Varying correlations (RePEc:wpa:wuwpem:0004010)
  by Y. K. Tse & Albert K. C. Tsui