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| 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.
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