Full Name
Tsui Ka Cheng,Albert
(not current staff)
Variants
Tsui, A.K.
Tsui, A.K.C.
 
Main Affiliation
 
 
Email
ecsatsui@nus.edu.sg
 

Publications

Results 1-20 of 26 (Search time: 0.011 seconds).

Issue DateTitleAuthor(s)
12004Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approachHo, K.Y.; Tsui, A.K.C. 
22004Analytically calibrated Box-Cox percentile limits for duration and event-time modelsYang, Z.; Tsui, A.K. 
32003Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United StatesHo, K.-Y.; Tsui, A.K.C. 
42004Conditional heteroscedasticity of exchange rates: Further results based on the fractionally integrated approachTsui, A.K. ; Ho, K.-Y.
5Jul-1997Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar1Tse, Y.K. ; Tsui, A.K.C. 
61999Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of ChinaTsui, A.K. ; Yu, Q. 
72004Diagnostics for conditional heteroscedasticity models: Some simulation resultsTsui, A.K. 
8May-1994Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive modelTsui, A.K. ; Ali, M.M.
92008Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectorsJayasinghe, P.; Tsui, A.K. 
102014Exchange rate exposure of sectoral returns and volatilities: Further evidence from japanese industrial sectorsJayasinghe, P.; Tsui, A.K. ; Zhang, Z.
11Jul-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.
122005Medical savings accounts in Singapore: How much is adequate?Chia, N.-C. ; Tsui, A.K.C. 
132011Modeling exchange rate exposure in the Japanese industrial sectorsJayasinghe, P.; Tsui, A.K. ; Zhang, Z.Y.
142011Modeling the conditional heteroscedasticity and leverage effect in the Chinese stock marketsYin, Z. ; Tsui, A.K. ; Zhang, Z.Y.
152011Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approachHo, K.-Y.; Tsui, A.K. ; Zhang, Z.Y.
162011Modeling time-varying currency betas: New evidence from the selected marketsJayasinghe, P.; Tsui, A.K. ; Zhang, Z.Y.
172007Modelling volatility asymmetry of business cycles in the U.S.Ho, K.Y.; Tsui, A.K. ; Zhang, Z.Y.
182000Monetary services and money demand in ChinaYu, Q.; Tsui, A.K. 
191997On tests for long memory in Pacific Basin stock returnsKoong, C.S.; Tsui, A.K. ; Chan, W.S. 
202000Procuring honest responses indirectlyChua, T.C. ; Tsui, A.K.