Albert K. Tsui

Economics and Econometrics · 2000–2002

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 83 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #588 of 23,481 by trust here, #2,190 by citations
• Finance — 7 citations into it; #280 of 10,518 by trust here, #915 by citations

Whom Albert K. Tsui trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Y. Tse
2. Kee‐Hong Bae
3. Donald Lien
4. G. Karolyi
5. René M. Stulz

Who trusts Albert K. Tsui overall

1. Christian M. Hafner
2. Annastiina Silvennoinen
3. Sébastien-Yves Laurent
4. Luc Bauwens
5. M. Hashem
6. Timo Teräsvirta
7. Michael Mcaleer
8. Christian Francq
9. Kun Zhang
10. Peter F. Christoffersen

Papers from Albert K. Tsui's perspective

Ordered by how strongly the researchers Albert K. Tsui trusts endorse each paper. Same corpus, a different order for every researcher.

1. Extreme Correlation of International Equity Markets
2. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
3. A New Approach to Measuring Financial Contagion
4. Evaluating the hedging performance of the constant-correlation GARCH model
5. Corporate Governance in the Asian Financial Crisis
6. A Cross-Firm Analysis of the Impact of Corporate Governance on the East Asian Financial Crisis
7. International Asset Allocation With Regime Shifts
8. Volatility spillover effects from Japan and the US to the Pacific–Basin
9. THE COLONIAL ORIGINS OF COMPARATIVE DEVELOPMENT: AN EMPIRICAL INVESTIGATION
10. Foreign Speculators and Emerging Equity Markets

Their papers

• A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations (2002) — 1,167 citations
• A Multivariate GARCH Model with Time-Varying Correlations (2000) — 386 citations
• Evaluating the hedging performance of the constant-correlation GARCH model (2002) — 214 citations