Dependence structure in financial time series: Applications and evidence from wavelet analysis

Research output: Thesis › Non-UWA Thesis

2020
Long-run Dynamics of Exchange Rates: A Multi-frequency Investigation
Vo, L. H. & Vo, D., Nov 2020, In: The North American Journal of Economics and Finance. 54, 101125.
Research output: Contribution to journal › Article › peer-review
3 Citations (Web of Science)
2019
Application of Wavelet-Based Maximum Likelihood Estimator in Measuring Market Risk for Fossil Fuel
Vo, L. H. & Vo, D. H., 1 May 2019, In: Sustainability. 11, 10, 19 p., 2843.
Research output: Contribution to journal › Article › peer-review

Open Access
4 Citations (Scopus)
2017
Estimating Financial Volatility with High-Frequency Returns
Vo, L. H., 2017, In: Journal of Finance and Economics Research. 2, 2, p. 84-114 31 p.
Research output: Contribution to journal › Article › peer-review

Open Access
On Long Memory Behaviour and Predictability of Financial Markets
Vo, L. H. & Roberts, L., 16 May 2017, SSRN Electronic Journal 33 p.
Research output: Contribution to specialist publication › Article in specialist publication

Research output