Lê Trung Thành

Lê Trung Thành

Ph.D, University of Birmingham, UK, United Kingdom

Research interests:

Financial Econometrics with Modelling Applications in Finance

  1. 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.
  2. 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.
  3. Barassi, M., Dickinson, D., and Le, T. T., Ranking multivariate Garch Working paper, Department of Economics, University of Birmingham, Birmingham, UK, 2010.
  4. 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.
  5. Le, T. T. Commercial Banking. University of Da Lat, 2002.

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