TSUI Ka Cheng, Albert
TSUI Ka Cheng, Albert
Honorary Fellow
PhD, University of Kentucky
AS2 05-32
6516 3952
ecsatsui@nus.edu.sg
Curriculum Vitae
TEACHING AREAS |
| Actuarial Statistics Derivative Securities Econometrics Financial Economics Financial Econometrics |
RESEARCH AREAS |
| Demography Economics of Aging Time Series Models |
SELECTED PUBLICATIONS |
| "A Note on Diagnosing Multivariate Conditional Heteroscedasticity", with Y.K. Tse, Journal of Time Series Analysis, 20(6), 1999, 679-691.
"Procuring Honest Response Indirectly", with T.C. Chua, Journal of Statistical Planning and Inference, 90, 2000, 107-116. "A Multivariate GARCH Model with Time-varying Correlations", with Y.K. Tse, Journal of Business and Economic Statistics, 20(3), 2002, 351-362. "Life Annuities of Compulsory Savings and Income Adequacy of the Elderly in Singapore", with Chia Ngee Choon, Journal of Pension Economics and Finance, 2003, 2(1), 41-65. "Conditional Heteroscedasticity of Exchange Rates: Further Results based on the Fractionally Integrated Approach", with K.Y. Ho, Journal of Applied Econometrics, 2004, 19, 637-642. "Analytically calibrated Box-Cox percentile limits for duration and event-time models", with Z. Yang, Insurance: Mathematics and Economics, 2004, 35, 649-677. "Medical Savings Accounts in Singapore: How Much is Adequate?" with Chia Ngee Choon, Journal of Health Economics, 2005, 24(5), 855-875. "An Analysis of the Conditional Volatility Dynamics of the Australian Business Cycle" with K. Y. Ho and Z. Zhang, Journal of Economic Development, 2007, 32(2), 157-182. "Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors" with P. Jayasinghe, Japan and the World Economy, 2008, 20(4), 639-660. "Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore", with K. Y. Ho, Annals of Financial Economics, 2009, 828-834. |