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Conditional volatility asymmetry of business cycles : evidence from four OECD countries
Ho, Kin-Yip; Tsui, Albert K.; Zhang, Zhaoyong - In: Journal of economic development 38 (2013) 3, pp. 33-56
Persistent link: https://www.econbiz.de/10010196456
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On the finite sample distribution of a least square estimator in a first order autoregressive model
Tsui, Albert K. - 1989
Persistent link: https://www.econbiz.de/10000804125
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Measuring asymmetry and persistence in conditional volatility in real output : evidence from three East Asian tigers using a multivariate GARCH approach
Vu Thanh Hai; Tsui, Albert K.; Zhang, Zhaoyong - In: Applied economics 45 (2013) 19/21, pp. 2909-2914
Persistent link: https://www.econbiz.de/10010192361
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Estimating time-varying currency betas with contagion : new evidence from developed and emerging financial markets
Long, Ling; Tsui, Albert K.; Zhang, Zhaoyong - In: Japan and the world economy : international journal of … 30 (2014), pp. 10-24
Persistent link: https://www.econbiz.de/10010462927
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New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath; Tsui, Albert K.; Zhang, Zhaoyong - In: Economic modelling 42 (2014), pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
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Forecasting life expectancy : evidence from a new survival function
Wong, Chi Heem; Tsui, Albert K. - In: Insurance / Mathematics & economics 65 (2015), pp. 208-226
Persistent link: https://www.econbiz.de/10011428657
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Forecasting life expectancy : evidence from a new survival function
Wong, Chi Heem; Tsui, Albert K. - 2015
Persistent link: https://www.econbiz.de/10011349565
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Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin; Ho, Kin-Yip - In: Economic modelling 51 (2015), pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
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Essays on time series and financial econometrics
Ho, Kin-Yip - 2008
Persistent link: https://www.econbiz.de/10011386958
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Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin; Ho, Kin-Yip - In: Journal of banking & finance 61 (2015) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10011585562