Details about Quang Van Tran

Access statistics for papers by Quang Van Tran.

Last updated 2023-09-10. Update your information in the RePEc Author Service.

Short-id: ptr409

Journal Articles

2023

1. Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
   Finance Research Letters, 2023, 55, (PA) View citations (6)

2022

2. A novel heavy tail distribution of logarithmic returns of cryptocurrencies
   Finance Research Letters, 2022, 47, (PA) View citations (2)

2020

3. The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries
   Journal of Economic Behavior & Organization, 2020, 176, (C), 384-402 View citations (1)

2019

4. Discovery of rare event testing for stochastic simulations of diffusion processes
   Physica A: Statistical Mechanics and its Applications, 2019, 525, (C), 50-63

2018

5. Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound
   Czech Journal of Economics and Finance (Finance a uver), 2018, 68, (6), 519-539 View citations (1)

2016

6. Odhad parametrů rozšířeného Kaldorova modelu a analýza stability stacionárního řešení
   (An Inflation Analysis Using an Endogenous Business Cycle Model)
   Politická ekonomie, 2016, 2016, (7), 769-788

2013

7. Complex Price Dynamics in the Modified Kaldorian Model
   Prague Economic Papers, 2013, 2013, (3), 358-384 View citations (1)