Research interests:
Financial Econometrics with Modelling Applications in Finance
- Barassi, M., Dickinson, D., and Le, T. T., Multivariate copula: An application to emerging financial markets. Working paper, Department of Economics, University of Birmingham, UK, 2012.
- Barassi, M., Dickinson, D., and Le, T. T., Tdcc Garch modelling of volatilities and correlations of emerging stock markets. In Singapore Economics Review Conference August-2011 (Singapore, 2011), p. 60.
- Barassi, M., Dickinson, D., and Le, T. T., Ranking multivariate Garch Working paper, Department of Economics, University of Birmingham, Birmingham, UK, 2010.
- Le, T. T. Measuring the conditional volatility of the VN-Index of the HCMCStock Market. Working paper, Department of Business Administration, University of Da Lat, Vietnam, 2005.
- Le, T. T. Commercial Banking. University of Da Lat, 2002.