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: 2024-12-03    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)

HÃ¶rdahl, Peter (3)

Wieland, Volker (3)

Wu, Jing Cynthia (3)

Svensson, Lars (2)

Renne, Jean-Paul (2)

Monfort, Alain (2)

Singleton, Kenneth (2)

Corbet, Shaen (2)

Roussellet, Guillaume (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