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Hien Pham-Thu
Hien Pham-Thu
PhD student in Statistics and Econometrics, Humboldt University zu Berlin
Bestätigte E-Mail-Adresse bei hu-berlin.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Bitcoin is not the New Gold–A comparison of volatility, correlation, and portfolio performance
T Klein, HP Thu, T Walther
International Review of Financial Analysis 59, 105-116, 2018
8552018
True or spurious long memory in European non-EMU currencies
T Walther, T Klein, HP Thu, K Piontek
Research in international business and finance 40, 217-230, 2017
252017
Empirical Evidence of Long Memory and Asymmetry in EUR/PLN Exchange Rate Volatility
T Klein, T Walther, H Pham-Thu
Research Papers of Wroclaw University of Economics, 428, 128-140, 2016
92016
The integration of credit default swaps markets: An investigation of common stochastic trends
C Chen, H Pham-Thu, WK Härdle
CRC 649 - Discussion Paper 2014-39, 2014
3*2014
Price Discovery in Credit Risk Markets - A Fractionally Cointegrated Vector Autogression Analysis of CDS and bond markets
H Pham Thu, CYH Chen, WK Härdle
2017
Credit Risk Calibration based on CDS Spreads
SK Chao, H Pham-Thu, WK Härdle
CRC 649 - Discussion Paper 2014-26, 2014
2014
EVIDENCE OF LONG MEMORY AND ASYMMETRY IN THE EUR/PLN EXCHANGE RATE VOLATILITY EMPIRYCZNA ANALIZA DŁUGIEJ PAMIĘCI PROCESU I ASYMETRII ZMIENNOŚCI KURSU WYMIANY WALUT EUR/PLN
T Klein, HP Thu, T Walther
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