Browsing by Author TSUI KA CHENG,ALBERT

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Issue DateTitleAuthor(s)
2004Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approachHo, K.Y.; Tsui, A.K.C. 
2004Analytically calibrated Box-Cox percentile limits for duration and event-time modelsYang, Z.; Tsui, A.K. 
2003Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United StatesHo, K.-Y.; Tsui, A.K.C. 
2004Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approachTsui, A.K. ; Ho, K.-Y.
Jul-1997Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar 1Tse, Y.K.; Tsui, A.K.C. 
1997Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1Tse, Y.K. ; Tsui, A.K.C. 
1999Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of ChinaTsui, A.K. ; Yu, Q. 
2004Diagnostics for conditional heteroscedasticity models: Some simulation resultsTsui, A.K. 
May-1994Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive modelTsui, A.K. ; Ali, M.M.
2008Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectorsJayasinghe, P.; Tsui, A.K. 
2014Exchange rate exposure of sectoral returns and volatilities: Further evidence from japanese industrial sectorsJayasinghe, P.; Tsui, A.K. ; Zhang, Z.
Jul-2013Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approachHai, V.T.; Tsui, A.K. ; Zhang, Z.
2005Medical savings accounts in Singapore: How much is adequate?Chia, N.-C. ; Tsui, A.K.C. 
2011Modeling exchange rate exposure in the Japanese industrial sectorsJayasinghe, P.; Tsui, A.K. ; Zhang, Z.Y.
2011Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock marketsYin, Z. ; Tsui, A.K. ; Zhang, Z.Y.
2011Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approachHo, K.-Y.; Tsui, A.K. ; Zhang, Z.Y.
2011Modeling time-varying currency betas: New evidence from the selected marketsJayasinghe, P.; Tsui, A.K. ; Zhang, Z.Y.
2007Modelling volatility asymmetry of business cycles in the U.S.Ho, K.Y.; Tsui, A.K. ; Zhang, Z.Y.
2000Monetary services and money demand in ChinaYu, Q.; Tsui, A.K. 
1997On tests for long memory in Pacific Basin stock returnsKoong, C.S.; Tsui, A.K. ; Chan, W.S.