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	1	1	26	0	1	1	27
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models	0	0	0	65	1	2	2	18
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	0	0	1	40	0	1	6	65
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix	0	0	1	26	0	0	1	13
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models	0	0	0	15	0	0	2	32
Modelling Okun’s Law – Does non-Gaussianity Matter?	0	0	0	26	0	0	6	62
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails	0	0	0	39	2	3	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	1	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	4	7	1	1	8	10
US Interest Rates: Are Relations Stable?	0	3	16	16	1	4	27	27
VAR Models with Fat Tails and Dynamic Asymmetry	0	1	4	4	0	1	8	8
Vector autoregression models with skewness and heavy tails	0	0	2	34	2	3	8	92
Vector autoregression models with skewness and heavy tails	1	1	2	17	3	4	9	53
Total Working Papers	1	6	31	369	10	20	84	569

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	0	0	4	6
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	4	4	4
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	1	1	4	5	1	2	11	14
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models	0	0	0	1	0	0	2	3
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	0	0	1	3	0	0	6	13
Modelling Okun’s law: Does non-Gaussianity matter?	0	1	1	4	0	1	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	1	2	4	23
Predicting returns and dividend growth — The role of non-Gaussian innovations	0	0	0	1	0	0	1	4
Structured factor copulas for modeling the systemic risk of European and United States banks	0	0	0	0	1	1	1	1
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area	0	0	0	6	1	1	3	17
Variational inference for high dimensional structured factor copulas	0	1	1	2	1	2	3	17
Vector autoregression models with skewness and heavy tails	0	0	3	5	4	7	13	26
Total Journal Articles	1	3	10	45	9	20	55	165

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Statistics updated 2025-03-03