Albert K. C. Tsui : Citation Profile


Are you Albert K. C. Tsui?

National University of Singapore (NUS)

9

H index

8

i10 index

421

Citations

RESEARCH PRODUCTION:

25

Articles

20

Papers

RESEARCH ACTIVITY:

   21 years (1994 - 2015). See details.
   Cites by year: 20
   Journals where Albert K. C. Tsui has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 13 (3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts70
   Updated: 2017-11-24    RAS profile: 2016-04-08    
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Relations with other researchers


Works with:

Zhang, Zhaoyong (6)

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 (18)

Caporin, Massimiliano (9)

Miller, Stephen (8)

Baruník, Jozef (6)

Boutahar, Mohamed (6)

Teräsvirta, Timo (6)

Osborn, Denise (6)

Hakim, Abdul (6)

Khalfaoui, Rabeh (6)

Silvennoinen, Annastiina (5)

Billio, Monica (5)

Cites to:

Engle, Robert (28)

Bollerslev, Tim (22)

Tse, Y. K. (12)

Bodnar, Gordon (12)

CHIA, Ngee Choon (10)

Mitchell, Olivia (8)

Dominguez, Kathryn (7)

Tesar, Linda (6)

faff, robert (6)

Piggott, John (6)

Granger, Clive (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
Economic Modelling2
China Economic Review2
Insurance: Mathematics and Economics2
Journal of Economic Development2

Working Papers Series with more than one paper published# docs
SCAPE Policy Research Working Paper Series / National University of Singapore, Department of Economics, SCAPE8
Finance Working Papers / East Asian Bureau of Economic Research4

Recent works citing Albert K. C. Tsui (2017 and 2016)


YearTitle of citing document
2017Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina . In: CREATES Research Papers. RePEc:aah:create:2017-28.

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2016Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:1504.03733.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2016Portfolio Optimisation Under Flexible Dynamic Dependence Modelling. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:1601.05199.

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2016Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542.

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2016Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1607.08214.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2016Contagion in International Stock and Currency Markets During Recent Crisis Episodes. (2016). Tuteja, Divya ; Dua, Pami. In: Working papers. RePEc:cde:cdewps:258.

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2016A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection. (2016). Galeano, Pedro ; Virbickait, Audron ; Ausin, Concepcion M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:814-829.

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2016No contagion from Russia toward global equity markets after the 2014 international sanctions. (2016). Castagneto-Gissey, G ; Nivorozhkin, E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:79-98.

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2016Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods. (2016). Zhou, Jian. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:690-698.

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2016Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897.

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2016Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches. (2016). Masih, Abul ; Rahim, Adam Mohamed . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:425-438.

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2016Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

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2016Financial crises and dynamic linkages across international stock and currency markets. (2016). Tuteja, Divya ; Dua, Pami. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:249-261.

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2017Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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2016Linear time-varying regression with Copula–DCC–GARCH models for volatility. (2016). Kim, Jong-Min ; Jung, Hojin . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:262-265.

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2017Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading. (2017). Xiu, Dacheng ; Shephard, Neil. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:19-42.

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2016Macro-economic determinants of European stock and government bond correlations: A tale of two regions. (2016). Vermeulen, Wessel ; Perego, Erica R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:214-232.

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2016Effects of financial turmoil on financial integration and risk premia in emerging markets. (2016). COUHARDE, Cécile ; Boubakri, Salem ; Raymond, Helene . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:120-138.

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2016Optimal conditional hedge ratio: A simple shrinkage estimation approach. (2016). Park, Sung Y. ; Kim, Myeong Jun . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:139-156.

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2016Monitoring multivariate variance changes. (2016). Galeano, Pedro ; Pape, Katharina ; Wied, Dominik . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pa:p:54-68.

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2016Volatility linkages between energy and agricultural commodity prices. (2016). Schulz, Franziska ; López Cabrera, Brenda. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:190-203.

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2017Optimal hedging in the US natural gas market: The effect of maturity and cointegration. (2017). Ghoddusi, Hamed ; Emamzadehfard, Sahar . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:92-105.

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2016Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis. (2016). Karanasos, Menelaos ; Karoglou, Michail ; Yfanti, Stavroula . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:332-349.

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2016Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection. (2016). Bessler, Wolfgang ; Leonhardt, Alexander . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:239-256.

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2016Will the crisis “tear us apart”? Evidence from the EU. (2016). Ingham, Hilary ; Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

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2016Dynamic conditional copula correlation and optimal hedge ratios with currency futures. (2016). Kotkatvuori-ornberg, Juha . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:60-69.

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2017Dynamic robust portfolio selection with copulas. (2017). Han, Yingwei ; Xia, Yong ; Li, Ping. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:190-200.

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2016Credit rating agency downgrades and the Eurozone sovereign debt crises. (2016). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:117-131.

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2016Optimal hedging in carbon emission markets using Markov regime switching models. (2016). Shi, Yukun ; Philip, Dennis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:1-15.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

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2016Exchange rate exposure and risk management: The case of Japanese exporting firms. (2016). Ito, Takatoshi ; Shimizu, Junko ; Sato, Kiyotaka ; Koibuchi, Satoshi . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:41:y:2016:i:c:p:17-29.

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2016Price discovery and asset pricing. (2016). , Joakimwesterlund ; Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Thuraisamy, Kannan ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:224-235.

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2016Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market. (2016). Gong, PU ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:441:y:2016:i:c:p:173-191.

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2016Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China. (2016). Ma, Pengcheng ; Li, Shuo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:163-176.

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2016On the dynamic dependence and asymmetric co-movement between the US and Central and Eastern European transition markets. (2016). Raza, Syed ; Boubaker, Heni . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:459:y:2016:i:c:p:9-23.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2017Stock index hedging using a trend and volatility regime-switching model involving hedging cost. (2017). Su, Ender . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:233-254.

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2016Return and volatility interdependences in up and down markets across developed and emerging countries. (2016). Kundu, Srikanta ; Sarkar, Nityananda . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:297-311.

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2016An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries. (2016). Yavas, Burhan F ; Dedi, Lidija . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:583-596.

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2017Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis. (2017). Agudelo, Diego ; Gutierrez, Marcela ; Cardona, Laura . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:115-127.

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2017Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory. (2017). Mghaieth, Asma ; el Mehdi, Imen Khanchel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:595-611.

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2017Oil vs. gasoline: The dark side of volatility and taxation. (2017). Chevallier, Julien ; Aboura, Sofiane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:976-989.

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2016Medical Savings Account balance and outpatient utilization: Evidence from Guangzhou, China. (2016). Zhang, Hui ; Yuen, Peter P. In: Social Science & Medicine. RePEc:eee:socmed:v:151:y:2016:i:c:p:1-10.

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2016Substitution between cars within the household. (2016). Rouwendal, Jan ; Mulalic, Ismir ; de Borger, Bruno . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:85:y:2016:i:c:p:135-156.

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2016Medical savings accounts: assessing their impact on efficiency, equity, and financial protection in health care. (2016). Wouters, Olivier J ; Thomson, Sarah ; Yang, Wei ; McKee, Martin ; Cylus, Jonathan . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:65448.

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2017LIQUIDITY ADJUSTED VALUE AT RISK: INTEGRATING THE UNCERTAINTY IN DEPTH AND TIGHTNESS. (2017). Evren, Burak ; Uslu, Levent C. In: Eurasian Journal of Business and Management. RePEc:ejn:ejbmjr:v:5:y:2017:i:1:p:55-69.

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2016Modelling Conditional Volatility and Downside Risk for Istanbul Stock Exchange. (2016). Ahmed, Doaa. In: Working Papers. RePEc:erg:wpaper:1028.

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2016Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study. (2016). Eratalay, Mustafa. In: International Econometric Review (IER). RePEc:erh:journl:v:8:y:2016:i:2:p:19-52.

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2017A Yen for Change: The strong yen and the Japanese automobile industry. (2017). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:17005.

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2016Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios. (2016). Keeci, Neslihan Fidan ; Uryasev, Stan ; Kuzmenko, Viktor . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:4:p:11-:d:79820.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian . In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2016Athens game of chicken or the conditional dependence between the Greek banks. (2016). Derbali, Abdelkader ; Hallara, Slaheddine ; Sy, Aida . In: International Journal of Economics and Accounting. RePEc:ids:ijecac:v:7:y:2016:i:1:p:1-26.

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2017Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets. (2017). Su, Ender . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9587-y.

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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: KIER Working Papers. RePEc:kyo:wpaper:956.

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2016Forecasting Covariance Matrices: A Mixed Approach. (2016). Halbleib, Roxana ; Voev, Valeri . In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:14:y:2016:i:2:p:383-417..

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2016Are Thai Equity Index Returns Sensitive to Interest and Exchange Rate Risks?. (2016). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:71602.

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2016Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models. (2016). Bonga-Bonga, Lumengo ; Nleya, Lebogang . In: MPRA Paper. RePEc:pra:mprapa:75809.

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2016Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria ; Bille, Anna Gloria . In: CEIS Research Paper. RePEc:rtv:ceisrp:375.

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2016Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate. (2016). Kurasawa, Kazutaka . In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:5:y:2016:i:4:p:1-19.

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2017Stock Market, Interest Rate and Exchange Rate Risk Effects on non Financial Stock Returns During the Financial Crisis. (2017). Mouna, Aloui ; Anis, Jarboui . In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:8:y:2017:i:3:d:10.1007_s13132-015-0301-4.

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2017Gross domestic product growth, volatility and regime changes nexus: the case of Portugal. (2017). Andraz, Jorge ; Norte, Nelia M. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:1:d:10.1007_s10258-017-0128-y.

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2017International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable?. (2017). Godeiro, Lucas ; Maia, Sinezio Fernandes ; Frascaroli, Bruno Ferreira . In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:6:y:2017:i:4:f:6_4_3.

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2017Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. (2017). van Dijk, Dick ; Kole, Erik ; Opschoor, Anne ; Markwat, Thijs . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150140.

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2016Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54.

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2016Which market integration measure?. (2016). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, Max. In: SAFE Working Paper Series. RePEc:zbw:safewp:159.

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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]
article226
2014Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors In: Pacific Economic Review.
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article0
2009Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach In: Economie Internationale.
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article6
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: 6
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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article4
2005Reverse Mortgages as Retirement Financing Instrument : An Option for “Asset-rich and Cash-poor†Singaporeans In: Finance Working Papers.
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paper0
2005Medical Savings Accounts in Singapore : How much is adequate? In: Finance Working Papers.
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paper2
2005Medical savings accounts in Singapore: how much is adequate?.(2005) In: Journal of Health Economics.
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article
2005Medical Savings Accounts in Singapore: How much is adequate?.(2005) In: SCAPE Policy Research Working Paper Series.
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paper
2008Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar In: Finance Working Papers.
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paper1
2008Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar.(2008) In: SCAPE Policy Research Working Paper Series.
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2009Time-Varying Currency Betas : Evidence from Developed and Emerging Markets In: Finance Working Papers.
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paper0
2009Time-Varying Currency Betas: Evidence from Developed and Emerging Markets.(2009) In: SCAPE Policy Research Working Paper Series.
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2009Monetizing Housing Equity to Generate Retirement Incomes In: Microeconomics Working Papers.
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2009Monetizing Housing Equity to Generate Retirement Incomes.(2009) In: SCAPE Policy Research Working Paper Series.
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2000A Multivariate GARCH Model with Time-Varying Correlations In: Econometric Society World Congress 2000 Contributed Papers.
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paper33
2000A Multivariate GARCH Model with Time-Varying Correlations.(2000) In: Econometrics.
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This paper has another version. Agregated cites: 33
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2000A Multivariate GARCH Model with Time-Varying correlations.(2000) In: Econometrics.
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2000Monetary services and money demand in China In: China Economic Review.
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article11
2004Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach In: China Economic Review.
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article4
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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article5
2014Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market In: Economic Modelling.
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article2
2014New estimates of time-varying currency betas: A trivariate BEKK approach In: Economic Modelling.
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article4
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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article0
2015Forecasting Life Expectancy: Evidence from a New Survival Function.(2015) In: CEI Working Paper Series.
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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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article9
2008Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors In: Japan and the World Economy.
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article17
2007Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors.(2007) In: SCAPE Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 17
paper
2014Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets In: Japan and the World Economy.
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article1
1997On tests for long memory in Pacific Basin stock returns In: Mathematics and Computers in Simulation (MATCOM).
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article2
1999Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China In: Mathematics and Computers in Simulation (MATCOM).
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article13
2004Diagnostics for conditional heteroscedasticity models: some simulation results In: Mathematics and Computers in Simulation (MATCOM).
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article0
1997Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar In: Pacific-Basin Finance Journal.
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article14
2004Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach In: Journal of Applied Econometrics.
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article4
2007AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE In: Journal of Economic Development.
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article0
2013CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES In: Journal of Economic Development.
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article1
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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paper0
2001Ownership and Use Taxes as Congestion Correcting Instruments In: NBER Working Papers.
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2005Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor” Singaporeans In: SCAPE Policy Research Working Paper Series.
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