Bitcoin is not the New Gold–A comparison of volatility, correlation, and portfolio performance T Klein, HP Thu, T Walther International Review of Financial Analysis 59, 105-116, 2018 | 850 | 2018 |
True or spurious long memory in European non-EMU currencies T Walther, T Klein, HP Thu, K Piontek Research in international business and finance 40, 217-230, 2017 | 24 | 2017 |
Empirical Evidence of Long Memory and Asymmetry in EUR/PLN Exchange Rate Volatility T Klein, T Walther, H Pham-Thu Research Papers of Wroclaw University of Economics, 428, 128-140, 2016 | 8 | 2016 |
The integration of credit default swaps markets: An investigation of common stochastic trends C Chen, H Pham-Thu, WK Härdle CRC 649 - Discussion Paper 2014-39, 2014 | 3* | 2014 |
Price Discovery in Credit Risk Markets - A Fractionally Cointegrated Vector Autogression Analysis of CDS and bond markets H Pham Thu, CYH Chen, WK Härdle | | 2017 |
Credit Risk Calibration based on CDS Spreads SK Chao, H Pham-Thu, WK Härdle CRC 649 - Discussion Paper 2014-26, 2014 | | 2014 |
EVIDENCE OF LONG MEMORY AND ASYMMETRY IN THE EUR/PLN EXCHANGE RATE VOLATILITY EMPIRYCZNA ANALIZA DŁUGIEJ PAMIĘCI PROCESU I ASYMETRII ZMIENNOŚCI KURSU WYMIANY WALUT EUR/PLN T Klein, HP Thu, T Walther | | |