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~person:"Tsui, Albert K."
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Tsui, Albert K.
Lütkepohl, Helmut
46
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Conditional heteroscedasticity with leverage effect in stock returns : evidence from the Chinese stock market
Long, Ling
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
37
(
2014
),
pp. 89-102
Persistent link: https://www.econbiz.de/10010416824
Saved in:
2
Conditional heteroscedasticity of exchange rates : further results based on the fractionally integrated approach
Tsui, Albert K.
;
Ho, Kin-Yip
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 637-642
Persistent link: https://www.econbiz.de/10002342812
Saved in:
3
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
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