Quang Van Tran
Personal Details
First Name: | Quang |
Middle Name: | Van |
Last Name: | Tran |
Suffix: | |
RePEc Short-ID: | ptr409 |
[This author has chosen not to make the email address public] | |
Affiliation
Fakulta Financí a Účetnictví
Vysoká Škola Ekonomická v Praze
Praha, Czech Republichttp://f1.vse.cz/
RePEc:edi:ffvsecz (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Malek, Jiri & Nguyen, Duc Khuong & Sensoy, Ahmet & Tran, Quang Van, 2023. "Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations," Finance Research Letters, Elsevier, vol. 55(PA).
- Tran, Quang Van & Kukal, Jaromir, 2022. "A novel heavy tail distribution of logarithmic returns of cryptocurrencies," Finance Research Letters, Elsevier, vol. 47(PA).
- Bruna, Karel & Tran, Quang Van, 2020. "The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 384-402.
- Kukal, Jaromir & Tran, Quang Van & Benes, Michal, 2019. "Discovery of rare event testing for stochastic simulations of diffusion processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 50-63.
- Karel Bruna & Quang Van Tran, 2018. "Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 519-539, December.
- Jan Kodera & Quang Van Tran, 2016. "Odhad parametrů rozšířeného Kaldorova modelu a analýza stability stacionárního řešení [An Inflation Analysis Using an Endogenous Business Cycle Model]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(7), pages 769-788.
- Jan Kodera & Quang Van Tran & Miloslav Vošvrda, 2013. "Complex Price Dynamics in the Modified Kaldorian Model," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(3), pages 358-384.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Malek, Jiri & Nguyen, Duc Khuong & Sensoy, Ahmet & Tran, Quang Van, 2023.
"Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations,"
Finance Research Letters, Elsevier, vol. 55(PA).
Cited by:
- Chen, Yan & Zhang, Lei & Bouri, Elie, 2024. "Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500," Research in International Business and Finance, Elsevier, vol. 69(C).
- Artor Nuhiu & Florin Aliu & Jakub Horák & Bedri Peci, 2023. "Making Informed Decisions in the Volatile Crypto Market: An Analysis of Portfolio Risk and Return," SAGE Open, , vol. 13(3), pages 21582440231, August.
- Zhang, Lei & Bouri, Elie & Chen, Yan, 2023. "Co-jump dynamicity in the cryptocurrency market: A network modelling perspective," Finance Research Letters, Elsevier, vol. 58(PB).
- Chowdhury, Md Iftekhar Hasan & Hasan, Mudassar & Bouri, Elie & Tang, Yayan, 2024. "Emotional spillovers in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
- Tran, Quang Van & Kukal, Jaromir, 2022.
"A novel heavy tail distribution of logarithmic returns of cryptocurrencies,"
Finance Research Letters, Elsevier, vol. 47(PA).
Cited by:
- Mercik, Aleksander & Słoński, Tomasz & Karaś, Marta, 2024. "Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Van Tran, Quang & Kukal, Jaromir, 2024. "Renyi entropy based design of heavy tailed distribution for return of financial assets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
- Bruna, Karel & Tran, Quang Van, 2020.
"The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries,"
Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 384-402.
Cited by:
- Prasada, Imade Yoga & Nugroho, Agus Dwi & Lakner, Zoltan, 2022. "Impact of the FLEGT license on Indonesian plywood competitiveness in the European Union," Forest Policy and Economics, Elsevier, vol. 144(C).
- Karel Bruna & Quang Van Tran, 2018.
"Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 519-539, December.
Cited by:
- Bruna, Karel & Tran, Quang Van, 2020. "The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 384-402.
- Jan Kodera & Quang Van Tran & Miloslav Vošvrda, 2013.
"Complex Price Dynamics in the Modified Kaldorian Model,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2013(3), pages 358-384.
Cited by:
- Karel Janda & Pavel Zetek, 2015. "Mikrofinanční revoluce: kontroverze a výzvy [Microfinance Revolution: Controversies and Challenges]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(1), pages 108-130.
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