Faculty of Economics and Management

Thanh Le Trung
Faculty of Economics & Management
Research interesting in: Financial econometrics with modelling applications in finance: Econometric models with application in analyzing the behaviour of financial markets and assets, maximum likelihood estimation and forecast of financial models, volatilities and time-varying correlations modelling, behavioural finance, Value at Risk analysis, copulae modelling and estimation, multivariate volatility models such as Ccc, Dcc, Tdcc models, in-sample and out-of-sample evaluation of performances of financial models.
Statistics, Introduction to Finance, WPM Quant Finance, WPM Financial Markets and Institution, WPM Time Series
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