Access Statistics for Hoang Nguyen

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A dynamic leverage stochastic volatility model	0	0	1	26	0	0	1	27
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models	0	0	0	65	0	1	2	18
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	1	1	1	41	1	1	4	66
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix	0	0	0	26	0	0	0	13
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models	1	1	1	16	1	2	4	34
Modelling Okun’s Law – Does non-Gaussianity Matter?	0	0	0	26	0	0	4	62
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails	0	0	0	39	0	2	3	71
Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances	0	0	0	25	0	0	0	51
Monitoring the Dynamic Networks of Stock Returns	0	0	0	10	0	0	2	17
Predicting returns and dividend growth - the role of non-Gaussian innovations	0	0	0	19	0	0	0	23
Structured factor copulas for modeling the systemic risk of European and United States banks	0	0	0	7	0	2	6	11
US Interest Rates: Are Relations Stable?	0	1	11	17	2	4	21	30
VAR Models with Fat Tails and Dynamic Asymmetry	0	0	4	4	1	1	9	9
Vector autoregression models with skewness and heavy tails	0	1	2	17	0	4	10	54
Vector autoregression models with skewness and heavy tails	0	0	2	34	0	2	8	92
Total Working Papers	2	4	22	372	5	19	74	578

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A dynamic leverage stochastic volatility model	0	0	0	0	1	1	3	7
Bayesian predictive distributions of oil returns using mixed data sampling volatility models	0	0	0	0	0	0	0	1
Deep learning enhanced volatility modeling with covariates	0	0	0	0	0	1	5	5
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	0	1	2	5	0	1	7	14
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models	0	0	0	1	0	1	3	4
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	0	0	0	3	0	0	2	13
Modelling Okun’s law: Does non-Gaussianity matter?	0	0	1	4	0	0	3	13
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails	0	0	0	13	0	0	0	23
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas	0	0	0	5	0	1	4	23
Predicting returns and dividend growth — The role of non-Gaussian innovations	0	1	1	2	0	1	1	5
Structured factor copulas for modeling the systemic risk of European and United States banks	0	0	0	0	0	1	1	1
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area	0	0	0	6	0	1	2	17
Variational inference for high dimensional structured factor copulas	0	0	1	2	0	1	3	17
Vector autoregression models with skewness and heavy tails	0	1	2	6	0	5	12	27
Total Journal Articles	0	3	7	47	1	14	46	170

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Statistics updated 2025-05-12