Analyses on Gold and US Dollar in Vietnam's Transitional Economy

This paper looks into economic insights offerred by considerations of two important financial markets in Vietnam, gold and USD. In general, the paper focuses on time series properties, mainly returns at different frequencies, and test the weak-form efficient market hypothesis. All the test rejects the efficiency of both gold and foreign exchange markets. All time series exhibit strong serial correlations. ARMA-GARCH specifications appear to have performed well with different time series. In all cases the changing volatility phenomenon is strongly supported through empirical data. An additional test is performed on the daily USD return to try to capture the impacts of Asian financial crisis and daily price limits applicable. No substantial impacts of the Asian crisis and the central bank-devised limits are found to influence the risk level of daily USD return.

Iterative inversion of experimental data in weighted spaces

We present iterative algorithms for solving linear inverse problems with discrete data and compare their performances with the method of singular function expansion, in view of applications in optical imaging and particle sizing.

The Use of Singular Systems and other Inversion Methods in Weighted L2- spaces

info:eu-repo/semantics/published