2
H index
0
i10 index
10
Citations
Vysoká Škola Ekonomická v Praze | 2 H index 0 i10 index 10 Citations RESEARCH PRODUCTION: 6 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Quang Van Tran. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance Research Letters | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper |
2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper |
2023 | Co-jump dynamicity in the cryptocurrency market: A network modelling perspective. (2023). Chen, Yan ; Bouri, Elie ; Zhang, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007444. Full description at Econpapers || Download paper |
2024 | Measuring ESG risks in multi-asset portfolios: Decomposing VaRESG into CVaRESG. (2024). Capelli, Paolo ; Ielasi, Federica ; Russo, Angeloantonio. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007220. Full description at Econpapers || Download paper |
2024 | Renyi entropy based design of heavy tailed distribution for return of financial assets. (2024). Kukal, Jaromir ; van Tran, Quang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000396. Full description at Econpapers || Download paper |
2024 | Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Bouri, Elie ; Zhang, Lei ; Chen, Yan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2022 | A novel heavy tail distribution of logarithmic returns of cryptocurrencies In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2023 | Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2020 | The central banksâ ability to control variability of money market interest rates: The case of inflation targeting countries In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
2019 | Discovery of rare event testing for stochastic simulations of diffusion processes In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2018 | Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
2013 | Complex Price Dynamics in the Modified Kaldorian Model In: Prague Economic Papers. [Full Text][Citation analysis] | article | 1 |
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