Concepedia

Albert K. Tsui

AK

25

Publications

2.1K

Citations

17

H-Index

1992

Active since

Affiliations

National University of Singapore(Current)

Edith Cowan University

Singapore Management University

University of Colombo

Cornell University

Albert K. Tsui is an author at National University of Singapore specializing in business, finance, and economics.

Top concepts

Publications per year

1992–2018

25

Publications

25

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

Yiu‐Kuen Tse, Albert K. Tsui · Journal of Business and Economic Statistics · 2002 · 1.2K citations

, , +18

Evaluating the hedging performance of the constant-correlation GARCH model

Donald Lien, Ying Kei Tse, Albert K. Tsui · Applied Financial Economics · 2002 · 184 citations

, , +14

A Multivariate GARCH Model with Time-Varying Correlations

Yiu Kuen Tse, Albert K. Tsui · SSRN Electronic Journal · 2000 · 82 citations · Full text

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

Albert K. Tsui, Yu Qiao · Mathematics and Computers in Simulation · 1999 · 70 citations

, , +10

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

Prabhath Jayasinghe, Albert K. Tsui · Japan and the World Economy · 2007 · 58 citations

, , +9

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