Author

Albert K. C. Tsui

Observed names: A. K. C. Tsui, AK Tsui, ALBERT K TSUI, ALBERT K. C. TSUI, ALBERT K.C. TSUI, Albert K TSUI, Albert K Tsui, Albert K. C Tsui, Albert K. Tsui, Albert K.C. TSUI, Albert K.C. Tsui, Albert Tsui, Tsui, A, Tsui, A K, Tsui, A., Tsui, Albert, Tsui, Albert K C, Tsui, Albert K.

Institution: National University of Singapore

Observed institutions: Hitotsubashi University, National University of Singapore

OpenAlex ID: A5113576263

A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations

2002 · Y. K Tse, Albert K. C Tsui · Journal of Business and Economic Statistics · 1,197

Evaluating the hedging performance of the constant-correlation GARCH model

2002 · Donald Lien, Y. K. Tse, et al. · Applied Financial Economics · 178

A Multivariate GARCH Model with Time-Varying Correlations

2000 · Yiu Kuen Tse, Albert K.C. Tsui · SSRN Electronic Journal · 76

Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China

1999 · Albert K. Tsui, Qiao Yu · Mathematics and Computers in Simulation · 66

Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar

1997 · Y.K. Tse, Albert K.C. Tsui · Pacific-Basin Finance Journal · 57

Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors

2007 · Prabhath Jayasinghe, Albert K. Tsui · Japan and the World Economy · 55

A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models

1999 · Y. K. Tse, A. K. C. Tsui · Journal of Time Series Analysis · 54

Life annuities of compulsory savings and income adequacy of the elderly in Singapore

2003 · NGEE CHOON CHIA, ALBERT K. C. TSUI · Journal of Pensions Economics and Finance · 35

Procuring honest responses indirectly

2000 · T.C. Chua, Albert K. Tsui · Journal of Statistical Planning and Inference · 33

Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model

1994 · Albert K. Tsui, Mukhtar M. Ali · Computational Statistics & Data Analysis · 31

New estimates of time-varying currency betas: A trivariate BEKK approach

2014 · Prabhath Jayasinghe, Albert K. Tsui, et al. · Economic Modelling · 27

Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States

2003 · Kin-Yip Ho, Albert K.C. Tsui · Japan and the World Economy · 27

Medical savings accounts in Singapore: how much is adequate?

2005 · Ngee-Choon Chia, Albert K.C. Tsui · Journal of Health Economics · 24

Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach

2004 · Kin Yip HO, Albert K.C. TSUI · China Economic Review · 24

Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market

2013 · Ling Long, Albert K. Tsui, et al. · Economic Modelling · 20

Small-Sample Forecasting Regression or Arima Models?

2003 · Tilak Abeysinghe, Uditha Balasooriya, et al. · Journal of Quantitative Economics · 20

Approximations to the distribution of the least squares estimator in a first order stationary autoregressive model

1992 · Albert K. Tsui, Mukhtar M. Ali · Communications in Statistics - Simulation and Computation · 17

Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach

2004 · Albert K. Tsui, Kin‐Yip Ho · Journal of Applied Econometrics · 16

Ownership and Use Taxes as Congestion Correcting Instruments

2001 · Ngee-Choon Chia, Albert K. Tsui, et al. · National Bureau of Economic Research · 16

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Monetary services and money demand in China

2000 · Qiao YU, Albert K TSUI · China Economic Review · 16

Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy

2018 · Albert K. Tsui, Cheng Yang Xu, et al. · Journal of Forecasting · 14

Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach

2008 · Kin-Yip Ho, Albert K. Tsui, et al. · Mathematics and Computers in Simulation · 14

Forecasting life expectancy: Evidence from a new survival function

2015 · Chi Heem Wong, Albert K. Tsui · Insurance Mathematics and Economics · 13

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On tests for long memory in Pacific Basin stock returns

1997 · C.S. Koong, Albert K. Tsui, et al. · Mathematics and Computers in Simulation · 13

Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From J apanese Industrial Sectors

2014 · Prabhath Jayasinghe, Albert K. Tsui, et al. · Pacific Economic Review · 12

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Works count: 69

Citation count: 2,151

H-index: 17

I10-index: 26