Access Statistics for Hoang Nguyen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 2 18
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 1 41 0 1 4 67
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 0 0 1 16 0 0 3 34
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 0 2 62
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 0 0 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 1 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 0 5 11
US Interest Rates: Are Relations Stable? 0 0 8 17 0 0 16 30
VAR Models with Fat Tails and Dynamic Asymmetry 1 2 6 6 1 3 12 12
Vector autoregression models with skewness and heavy tails 0 0 1 17 0 0 9 54
Vector autoregression models with skewness and heavy tails 0 0 1 34 1 2 9 94
Total Working Papers 1 2 19 374 2 6 67 584

Journal Article File Downloads Abstract Views
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 2 4 9
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 0 0 0 0 0 0
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 1 3 8 8
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 2 5 0 0 3 14
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 0 1 0 0 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 1 1 3 14
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 1 4 0 0 2 13
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 0 0 0 23
Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market 0 0 0 0 0 0 0 0
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas 0 0 0 5 0 0 3 23
Predicting returns and dividend growth — The role of non-Gaussian innovations 0 0 1 2 1 1 2 6
Structured factor copulas for modeling the systemic risk of European and United States banks 0 0 0 0 1 2 3 3
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 0 6 2 4 5 21
Variational inference for high dimensional structured factor copulas 0 0 1 2 0 0 2 17
Vector autoregression models with skewness and heavy tails 2 3 5 9 4 7 17 34
Total Journal Articles 2 3 10 50 10 20 55 190

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Statistics updated 2025-08-05