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 1 3 4 30
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models 0 0 0 65 1 2 4 20
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 1 2 42 3 11 15 80
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix 0 0 0 26 0 0 1 14
Fast and Slow Level Shifts in Intraday Stochastic Volatility 2 14 14 14 4 15 15 15
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 1 16 4 9 13 45
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 3 3 65
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 1 4 7 75
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 1 1 52
Monitoring the Dynamic Networks of Stock Returns 0 0 0 10 3 4 5 22
Predicting returns and dividend growth - the role of non-Gaussian innovations 0 0 0 19 0 2 2 25
Structured factor copulas for modeling the systemic risk of European and United States banks 0 0 0 7 1 5 7 16
US Interest Rates: Are Relations Stable? 3 3 7 22 6 9 17 42
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 3 7 2 4 11 19
Vector autoregression models with skewness and heavy tails 0 0 1 17 1 2 6 56
Vector autoregression models with skewness and heavy tails 0 1 1 35 1 7 11 101
Volume-driven time-of-day effects in intraday volatility models 36 39 39 39 120 123 123 123
Total Working Papers 41 58 69 435 148 204 245 800

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 1 4 7 13
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 2 3 5 5
Bayesian predictive distributions of oil returns using mixed data sampling volatility models 0 0 0 0 1 3 4 5
Deep learning enhanced volatility modeling with covariates 0 0 0 0 1 1 5 9
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 1 5 1 5 7 20
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 1 2 1 3 6 9
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 1 2 15
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 1 4 1 3 5 17
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 2 2 2 25
Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market 0 0 0 0 1 2 3 3
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas 0 0 0 5 1 5 8 29
Predicting returns and dividend growth — The role of non-Gaussian innovations 0 0 1 2 1 2 5 9
Structured factor copulas for modeling the systemic risk of European and United States banks 0 1 1 1 1 3 8 8
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 2 2 8 0 5 11 27
Variational inference for high dimensional structured factor copulas 0 0 1 2 1 4 7 22
Vector autoregression models with skewness and heavy tails 1 2 8 13 6 9 24 45
Total Journal Articles 1 5 17 59 21 55 109 261

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix 0 0 0 0 0 0 0 0
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 0 0 0

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Statistics updated 2026-01-09