Citation profile for Quang Van Tran

Quang Van Tran : Citation Profile

Vysoká Škola Ekonomická v Praze

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Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 0
   Journals where Quang Van Tran has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (10 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr409
   Updated: 2024-11-08    RAS profile: 2023-09-10
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Relations with other researchers

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:

Janda, Karel (1)

Cites to:

Rudebusch, Glenn (8)

Sensoy, Ahmet (5)

Wu, Jing Cynthia (3)

Wieland, Volker (3)

HÃ¶rdahl, Peter (3)

Orphanides, Athanasios (2)

Pegoraro, Fulvio (2)

Shahzad, Syed Jawad Hussain (2)

Zaremba, Adam (2)

Svensson, Lars (2)

Monfort, Alain (2)

Main data

Where Quang Van Tran has published?

Journals with more than one article published	# docs
Finance Research Letters	2

Recent works citing Quang Van Tran (2024 and 2023)

Year	Title of citing document
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	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

Works by Quang Van Tran:

Year	Title	Type	Cited
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	5
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