Ba M. Chu
Professor
Department of Economics
Carleton University
Canada
Biography
Ba M. Chu Associate Professor Degrees: B.A. (Hanoi), M.Sc., M.Phil., Ph.D. (London)
Research Interest
• estimating VaR using the large deviations approach • copulas • goodness-of-fit testing using L-moments • order-based measures of non-linear dependence