Albert K. C. Tsui : Citation Profile


Are you Albert K. C. Tsui?

National University of Singapore (NUS)

10

H index

12

i10 index

777

Citations

RESEARCH PRODUCTION:

25

Articles

11

Papers

RESEARCH ACTIVITY:

   21 years (1994 - 2015). See details.
   Cites by year: 37
   Journals where Albert K. C. Tsui has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 11 (1.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts70
   Updated: 2022-11-19    RAS profile: 2016-04-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Albert K. C. Tsui.

Is cited by:

McAleer, Michael (28)

Teräsvirta, Timo (15)

Miller, Stephen (13)

Zhang, Zhaoyong (12)

Silvennoinen, Annastiina (12)

Valls Pereira, Pedro (11)

Thorbecke, Willem (9)

Hakim, Abdul (9)

Chevallier, Julien (8)

Caporin, Massimiliano (8)

Asai, Manabu (8)

Cites to:

Engle, Robert (36)

Bollerslev, Tim (31)

Tse, Y. K. (14)

Bodnar, Gordon (12)

Dominguez, Kathryn (10)

Tesar, Linda (8)

Mitchell, Olivia (7)

CHIA, Ngee Choon (7)

Granger, Clive (7)

Jagannathan, Ravi (7)

Dumas, Bernard (6)

Main data


Where Albert K. C. Tsui has published?


Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)4
Japan and the World Economy3
China Economic Review2
Economic Modelling2
Insurance: Mathematics and Economics2
Journal of Economic Development2

Working Papers Series with more than one paper published# docs
Finance Working Papers / East Asian Bureau of Economic Research4
Econometrics / University Library of Munich, Germany2

Recent works citing Albert K. C. Tsui (2022 and 2021)


YearTitle of citing document
2021Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model. (2021). Terasvirta, Timo ; Silvennoinen, Annastiina ; Hall, Anthony D. In: CREATES Research Papers. RePEc:aah:create:2021-13.

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2022A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). Teräsvirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie. In: Cliometrica, Journal of Historical Economics and Econometric History. RePEc:afc:cliome:v:15:y:2021:i:2:p:419-442.

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2022.

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2021Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules. (2021). Alexander, Carol ; Coulon, Michael ; Han, Yang ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2101.12693.

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2022High-Dimensional Sparse Multivariate Stochastic Volatility Models. (2022). Asai, Manabu ; Poignard, Benjamin. In: Papers. RePEc:arx:papers:2201.08584.

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2022Evaluating conditional covariance estimates via a new targeting approach and a networks-based analysis. (2022). Drago, Carlo ; Scozzari, Andrea. In: Papers. RePEc:arx:papers:2202.02197.

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2022Neural Generalised AutoRegressive Conditional Heteroskedasticity. (2022). Yin, Zexuan ; Barucca, Paolo. In: Papers. RePEc:arx:papers:2202.11285.

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2022Variational Heteroscedastic Volatility Model. (2022). Barucca, Paolo ; Yin, Zexuan. In: Papers. RePEc:arx:papers:2204.05806.

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2022Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952.

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2021The Impact of International Crude Oil Prices on Energy Stock Prices - Evidence From China. (2021). Jiang, Mengting ; Kong, Dongmin. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:49.

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2022The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47.

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2021Modelling and Forecasting Crude Oil Prices during COVID-19 Pandemic. (2021). Azhar, Rialdi ; Hendrawaty, Ernie ; Metalia, Mega ; Oktanti, Sari Indah ; Dwi, Fajrin Satria. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-20.

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2021Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406.

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2021Valuation of options on the maximum of two prices with default risk under GARCH models. (2021). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000541.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2021What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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2022Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Gao, Tianqing ; Mei, Xiaowen ; Pan, Qunxing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947.

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2022Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management. (2022). , Amanda ; Thomas, . In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:151-167.

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2022Parsimony inducing priors for large scale state–space models. (2022). Tsay, Ruey S ; McCulloch, Robert E ; Lopes, Hedibert F. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:39-61.

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2022Multivariate time-series modeling with generative neural networks. (2022). Zhu, MU ; Prasad, Avinash ; Hofert, Marius. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:147-164.

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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2022Marine fuel hedging under the sulfur cap regulations. (2022). Zitek, Michal ; Ech, Frantiek. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003528.

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2021The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks. (2021). Sensoy, Ahmet ; Corbet, Shaen ; O'Connell, John F ; Akyildirim, Erdinc. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302738.

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

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2021Futures market and the contagion effect of COVID-19 syndrome. (2021). Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000994.

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2022Dynamic comparison of portfolio risk: Clean vs dirty energy. (2022). Salvador, Manuel ; Miguel, Jesus ; Lample, Luis ; Gargallo, Pilar. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612322002112.

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2022COVID-19?s impact on the spillover effect across the Chinese and U.S. stock markets. (2022). Mao, Jiaying ; Zhang, Yongmin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000137.

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2022Improving hedging performance by using high–low range. (2022). Lai, Yu-Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002240.

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2021Cross-commodity hedging for illiquid futures: Evidence from Chinas base metal futures market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000508.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022The impact of exchange rate changes on the Japanese chemical industry. (2022). Chen, Chen ; Salike, Nimesh ; Thorbecke, Willem. In: Japan and the World Economy. RePEc:eee:japwor:v:62:y:2022:i:c:s0922142522000202.

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2021A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000042.

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2021Uncertainty of M&As under asymmetric estimation. (2021). Kanungo, Rama Prasad. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:774-793.

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2022Multi-commodity price risk hedging in the Atlantic salmon farming industry. (2022). Strom, Eivind ; Strypet, Kristian ; Lavrutich, Maria ; Haarstad, Aleksander H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000167.

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2022The connectedness in the world petroleum futures markets using a Quantile VAR approach. (2022). Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar ; Jena, Sangram Keshari. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000556.

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2021Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Canarella, Giorgio ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310102.

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2021Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold. (2021). Chkili, Walid ; Arfaoui, Mongi ; ben Rejeb, Aymen. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004165.

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2022The lithium and oil markets – dependencies and volatility spillovers. (2022). Bdowska-Sojka, Barbara ; Gorka, Joanna. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003452.

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2021Time-varying asymmetric tail dependence of international equities markets. (2021). Qin, Xiao ; Zhou, Chunyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000962.

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2021Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region. (2021). Parad, Atul ; Nanda, Swagatika ; Panda, Pradiptarathi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001608.

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2021How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets. (2021). Zhang, Zhaoyong ; Zhou, Xinmiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:196-213.

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2022On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods. (2022). Giannellis, Nikolaos ; Floros, Christos ; Apostolakis, George N. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:156-176.

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2022The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001318.

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2022Investigating How Exchange Rates Affected the Japanese Economy after the Advent of Abenomics. (2022). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:22003.

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2022The Impact of Exchange Rates, the COVID-19 Pandemic, and the Ukraine War on the Turkish Economy. (2022). Sengonul, Ahmet ; Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:22043.

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2021Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models. (2021). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu ; Pauwels, Laurent. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:21-:d:548851.

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2022Economic Policy Uncertainty and Energy Prices: Empirical Evidence from Multivariate DCC-GARCH Models. (2022). Güngör, Hasan ; Bekun, Festus ; Alhassan, Abdulkareem ; Gungor, Hasan ; Ringim, Salim Hamza. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3712-:d:818770.

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2021.

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2021.

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2021Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector. (2021). Trestini, Samuele ; Giampietri, Elisa ; Penone, Carlotta. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:213-:d:692417.

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2021A Study on Link Functions for Modelling and Forecasting Old-Age Survival Probabilities of Australia and New Zealand. (2021). Liu, Jacie Jia. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:11-:d:473947.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03186891.

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2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: Working Papers. RePEc:hal:wpaper:halshs-03211699.

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2022Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2022). Nguyen, Hoang ; Virbickaite, Audrone. In: Working Papers. RePEc:hhs:oruesi:2022_005.

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2021On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations. (2021). Chen, Cathy W. S. ; Asai, Manabu ; Than-Thi, Hong. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10034-0.

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2022A multivariate GARCH model with an infinite hidden Markov mixture. (2022). Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:112792.

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2021Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model. (2021). Ikram, Amir ; Mahmood, Asif ; Afzal, Farman ; Haiying, Pan. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:21582440211005758.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darné, Olivier ; Charles, Amelie. In: Cliometrica. RePEc:spr:cliomt:v:15:y:2021:i:2:d:10.1007_s11698-020-00209-y.

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2021Statistical inference for mixture GARCH models with financial application. (2021). Cavicchioli, Maddalena. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01092-5.

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2021Optimal quantile hedging under Markov regime switching. (2021). Lien, Donald ; Yu, Xiaojian ; Wang, Ziling. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01831-5.

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2021Half-day trading and spillovers. (2021). Gang, Jianhua ; Yu, Limin ; Chen, Yifan. In: Frontiers of Business Research in China. RePEc:spr:fobric:v:15:y:2021:i:1:d:10.1186_s11782-021-00097-7.

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2021The weak rupiah: catching the tailwinds and avoiding the shoals. (2021). Thorbecke, Willem. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:23:y:2021:i:3:d:10.1007_s40847-020-00111-3.

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2022On the stationarity of futures hedge ratios. (2022). Degiannakis, Stavros ; Salvador, Enrique ; Floros, Christos ; Vougas, Dimitrios. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:3:d:10.1007_s12351-020-00607-0.

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2022Bivariate Simulation of Potential Evapotranspiration Using Copula-GARCH Model. (2022). Mirabbasi, Rasoul ; Michele, Carlo ; Ramezani, Yousef ; Nazeri-Tahroudi, Mohammad. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:36:y:2022:i:3:d:10.1007_s11269-022-03065-9.

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2022Dynamic Partial Correlation Models. (2022). Lange, Rutger-Jan ; Lucas, Andre ; D'Innocenzo, Enzo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220070.

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2021A New Parametrization of Correlation Matrices. (2021). Hansen, Peter ; Archakov, Ilya. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:4:p:1699-1715.

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2021Asymmetric interdependence between currency markets volatilities across frequencies and time scales. (2021). Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2436-2457.

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2021Generalized autoregressive score model with high?frequency data for optimal futures hedging. (2021). Lai, Yusheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:12:p:2023-2045.

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2022Use of high?frequency data to evaluate the performance of dynamic hedging strategies. (2022). Lai, Yusheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:104-124.

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2022Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets. (2022). Wu, Jianbin ; Sercu, Piet ; Dhaene, Geert. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:868-887.

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2021Contagion effects on capital and forex markets around GFC and COVID-19 crises. A comparative study. (2021). Brania, Krzysztof ; Gurgul, Henryk. In: Operations Research and Decisions. RePEc:wut:journl:v:31:y:2021:i:2:p:41-59:id:1605.

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Works by Albert K. C. Tsui:


YearTitleTypeCited
2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations. In: Journal of Business & Economic Statistics.
[Citation analysis]
article443
2014Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors In: Pacific Economic Review.
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article2
2009Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach In: Economie Internationale.
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article10
2009Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach.(2009) In: Mathematics and Computers in Simulation (MATCOM).
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This paper has another version. Agregated cites: 10
article
2003Life annuities of compulsory savings and income adequacy of the elderly in Singapore In: Journal of Pension Economics and Finance.
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article9
2005Reverse Mortgages as Retirement Financing Instrument : An Option for “Asset-rich and Cash-poor†Singaporeans In: Finance Working Papers.
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paper2
2005Medical Savings Accounts in Singapore : How much is adequate? In: Finance Working Papers.
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paper4
2005Medical savings accounts in Singapore: how much is adequate?.(2005) In: Journal of Health Economics.
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This paper has another version. Agregated cites: 4
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2008Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar In: Finance Working Papers.
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paper1
2009Time-Varying Currency Betas : Evidence from Developed and Emerging Markets In: Finance Working Papers.
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paper0
2009Monetizing Housing Equity to Generate Retirement Incomes In: Microeconomics Working Papers.
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paper1
2000A Multivariate GARCH Model with Time-Varying Correlations In: Econometric Society World Congress 2000 Contributed Papers.
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paper39
2000A Multivariate GARCH Model with Time-Varying Correlations.(2000) In: Econometrics.
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This paper has another version. Agregated cites: 39
paper
2000A Multivariate GARCH Model with Time-Varying correlations.(2000) In: Econometrics.
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This paper has another version. Agregated cites: 39
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2000Monetary services and money demand in China In: China Economic Review.
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article13
2004Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach In: China Economic Review.
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article5
1994Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model In: Computational Statistics & Data Analysis.
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article7
2014Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market In: Economic Modelling.
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article11
2014New estimates of time-varying currency betas: A trivariate BEKK approach In: Economic Modelling.
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article14
2004Analytically calibrated Box-Cox percentile limits for duration and event-time models In: Insurance: Mathematics and Economics.
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article3
2015Forecasting life expectancy: Evidence from a new survival function In: Insurance: Mathematics and Economics.
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article2
2003Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States In: Japan and the World Economy.
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article19
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2007AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE In: Journal of Economic Development.
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2013CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES In: Journal of Economic Development.
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2004Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2003Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore In: University of Western Ontario, Departmental Research Report Series.
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