Albert K. Tsui - Concepedia

Author

Albert K. Tsui

Also Known As

A Tsui, A. K. C. Tsui, A. Tsui, ALBERT K TSUI, ALBERT K. C. TSUI, ALBERT K.C. TSUI, Albert K TSUI, Albert K Tsui, Albert K. C Tsui, Albert K. C. Tsui

Publications

2.2K

Citations

H-Index

Concepts

All Affiliations

National University of Singapore Edith Cowan University Singapore Management University University of Colombo Cornell University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	14	19	1.9K
2	Engineering	5	5	1.5K
3	Arts	1	1	33
4	Management	1	1	12
5	Medicine	1	1	35

Albert K. Tsui

Publications

2.1K

Citations

H-Index

Page 1

	Year	Citations
A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations Yiu‐Kuen Tse, Albert K. Tsui Journal of Business and Economic Statistics Volatility ModelingEngineeringNew MultivariateBayesian EconometricsTime Series Econometrics	2002	1.2K
Evaluating the hedging performance of the constant-correlation GARCH model Donald Lien, Ying Kei Tse, Albert K. Tsui Applied Financial Economics Volatility ModelingConstant-correlation Garch ModelEngineeringAsset PricingEconomic Forecasting	2002	184
A Multivariate GARCH Model with Time-Varying Correlations Yiu Kuen Tse, Albert K. Tsui SSRN Electronic Journal	2000	82
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 Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset Pricing	1999	70
Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors Prabhath Jayasinghe, Albert K. Tsui Japan and the World Economy Sectoral ReturnsEconomicsVolatility ModelingExchange Rate ExposureInternational Finance	2007	58
Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar Yi-Kei Tse, Albert K. Tsui Pacific-Basin Finance Journal EconomicsVolatility ModelingMalaysian RinggitInternational FinanceSingapore Dollar	1997	57
A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models Ying Kei Tse, Albert K. Tsui Journal of Time Series Analysis Econometric ModelBacktestingModel MisspecificationLing–li TestEconomic Analysis	1999	52
Life annuities of compulsory savings and income adequacy of the elderly in Singapore Ngee Choon Chia, Albert K. Tsui Journal of Pensions Economics and Finance Life AnnuitiesIncome SecurityCompulsory SavingsIncome AdequacyLongevity	2003	35
Procuring honest responses indirectly Tin Chiu Chua, Albert K. Tsui Journal of Statistical Planning and Inference Behavioral SciencesHonest ResponsesBiasCommunicationArts	2000	33
Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model Albert K. Tsui, Mukhtar M. Ali Computational Statistics & Data Analysis First-order Autoregressive ModelParameter EstimationEngineeringDensity EstimationEconometrics	1994	31

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