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 0 26 0 1 3 30
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models 0 0 0 65 0 2 3 21
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 2 42 0 9 21 86
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix 0 0 0 26 0 1 2 15
Fast and Slow Level Shifts in Intraday Stochastic Volatility 0 2 14 14 9 17 28 28
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 1 16 0 6 15 47
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 2 5 67
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 1 7 10 81
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 2 5 6 57
Monitoring the Dynamic Networks of Stock Returns 0 0 0 10 4 10 12 29
Predicting returns and dividend growth - the role of non-Gaussian innovations 0 0 0 19 0 3 5 28
Structured factor copulas for modeling the systemic risk of European and United States banks 0 0 0 7 0 4 9 19
US Interest Rates: Are Relations Stable? 1 4 7 23 2 12 21 48
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 3 7 0 4 13 21
Vector autoregression models with skewness and heavy tails 0 0 0 17 5 8 10 63
Vector autoregression models with skewness and heavy tails 0 0 1 35 0 3 11 103
Volume-driven time-of-day effects in intraday volatility models 2 39 42 42 19 156 159 159
Total Working Papers 3 45 70 439 42 250 333 902

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 6 12 18
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 0 7 10 10
Bayesian predictive distributions of oil returns using mixed data sampling volatility models 0 0 0 0 2 7 10 11
Deep learning enhanced volatility modeling with covariates 0 0 0 0 0 5 9 13
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 0 5 3 7 12 26
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 1 2 1 4 9 12
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 6 8 21
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 0 4 1 6 9 22
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 0 5 5 28
Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market 0 0 0 0 4 9 11 11
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas 0 1 1 6 4 8 13 36
Predicting returns and dividend growth — The role of non-Gaussian innovations 0 0 1 2 2 5 9 13
Structured factor copulas for modeling the systemic risk of European and United States banks 1 1 2 2 2 7 13 14
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 2 8 1 3 13 30
Variational inference for high dimensional structured factor copulas 0 0 0 2 1 7 11 28
Vector autoregression models with skewness and heavy tails 1 2 9 14 1 13 26 52
Total Journal Articles 2 4 17 62 23 105 180 345

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 2 2 2
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 0 2 2 2
Total Chapters 0 0 0 0 0 4 4 4

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Statistics updated 2026-03-04