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	0	2	18
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	0	1	1	41	0	2	5	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	1	1	16	0	1	3	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	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	6	11
US Interest Rates: Are Relations Stable?	0	0	9	17	0	2	18	30
VAR Models with Fat Tails and Dynamic Asymmetry	0	1	5	5	0	3	11	11
Vector autoregression models with skewness and heavy tails	0	0	1	34	0	1	8	93
Vector autoregression models with skewness and heavy tails	0	0	2	17	0	0	10	54
Total Working Papers	0	3	20	373	0	9	72	582

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	2	3	4	9
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	2	7	7
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	0	0	2	5	0	0	5	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	0	0	2	13
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
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas	0	0	0	5	0	0	4	23
Predicting returns and dividend growth — The role of non-Gaussian innovations	0	0	1	2	0	0	1	5
Structured factor copulas for modeling the systemic risk of European and United States banks	0	0	0	0	1	1	2	2
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area	0	0	0	6	2	2	4	19
Variational inference for high dimensional structured factor copulas	0	0	1	2	0	0	2	17
Vector autoregression models with skewness and heavy tails	0	1	3	7	0	3	14	30
Total Journal Articles	0	1	8	48	6	11	50	180

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04