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 2 3 29
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models 0 0 0 65 0 1 3 19
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 1 2 42 6 8 13 77
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix 0 0 0 26 0 1 1 14
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 1 16 5 6 9 41
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 2 3 3 65
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 1 3 6 74
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 1 1 1 52
Monitoring the Dynamic Networks of Stock Returns 0 0 0 10 0 1 2 19
Predicting returns and dividend growth - the role of non-Gaussian innovations 0 0 0 19 1 2 2 25
Structured factor copulas for modeling the systemic risk of European and United States banks 0 0 0 7 2 4 6 15
US Interest Rates: Are Relations Stable? 0 1 6 19 2 4 13 36
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 4 7 1 2 10 17
Vector autoregression models with skewness and heavy tails 0 0 1 17 1 1 6 55
Vector autoregression models with skewness and heavy tails 1 1 1 35 5 6 11 100
Total Working Papers 1 3 16 379 28 45 89 638

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 2 3 6 12
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 0 1 3 3
Bayesian predictive distributions of oil returns using mixed data sampling volatility models 0 0 0 0 1 2 3 4
Deep learning enhanced volatility modeling with covariates 0 0 0 0 0 0 8 8
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 1 5 3 5 7 19
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 1 1 2 1 3 5 8
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 2 15
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 1 4 2 2 4 16
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 2 2 2
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas 0 0 0 5 2 5 7 28
Predicting returns and dividend growth — The role of non-Gaussian innovations 0 0 1 2 0 2 4 8
Structured factor copulas for modeling the systemic risk of European and United States banks 1 1 1 1 1 2 7 7
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 1 2 2 8 2 6 11 27
Variational inference for high dimensional structured factor copulas 0 0 1 2 2 3 6 21
Vector autoregression models with skewness and heavy tails 1 2 7 12 2 4 20 39
Total Journal Articles 3 6 16 58 19 41 95 240

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Statistics updated 2025-12-06