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Do, Hung Xuan's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
129 |
Total
Citations
0 |
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1.
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Do, Hung Xuan
Monash University Brooks, Robert Darren
Monash University Treepongkaruna, Sirimon
University of Western Australia
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74
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fractionally integrated VAR, bootstrap, generalized impulse response, spillovers, higher moments, intraday data
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2.
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Do, Hung Xuan
Monash University Brooks, Robert Darren
Monash University Treepongkaruna, Sirimon
University of Western Australia Wu, Eliza
University of Technology, Sydney - UTS Business School
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33
(235,417)
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Intraday data, higher moments, Markov regime switching, long memory, sovereign credit rating, credit rating agency
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3.
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Do, Hung Xuan
Monash University Brooks, Robert Darren
Monash University Treepongkaruna, Sirimon
University of Western Australia Wu, Eliza
University of Technology, Sydney - UTS Business School
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22
(268,123)
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intraday data, higher moments, information theory, long memory, fractional integrated VAR, generalized impulse response
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4.
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Do, Hung Xuan
Monash University Brooks, Robert Darren
Monash University Treepongkaruna, Sirimon
University of Western Australia
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23 Sep 11
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Last Revised:
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25 Dec 12
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generalized impulse response, fractionally integrated VAR model, long memory
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Records 1 -
4
of 4 matches
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