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 7 34
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models 0 0 0 65 0 0 6 24
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 1 42 0 0 23 90
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix 0 0 0 26 0 1 5 18
Fast and Slow Level Shifts in Intraday Stochastic Volatility 0 0 14 14 0 0 40 40
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 0 16 0 0 14 48
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 1 9 71
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 0 2 16 87
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 2 11 62
Monitoring the Dynamic Networks of Stock Returns 0 0 0 10 0 0 16 33
Predicting returns and dividend growth - the role of non-Gaussian innovations 0 0 0 19 0 0 8 31
Structured factor copulas for modeling the systemic risk of European and United States banks 0 0 0 7 0 0 14 25
US Interest Rates: Are Relations Stable? 1 1 7 24 1 1 20 50
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 1 7 1 2 14 26
Vector autoregression models with skewness and heavy tails 1 1 2 36 1 1 14 108
Vector autoregression models with skewness and heavy tails 0 1 1 18 1 6 19 73
Volume-driven time-of-day effects in intraday volatility models 0 3 48 48 3 20 226 226
Total Working Papers 2 6 74 448 9 37 462 1,046

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 2 13 22
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 1 1 13 13
Bayesian predictive distributions of oil returns using mixed data sampling volatility models 0 0 0 0 0 0 11 12
Deep learning enhanced volatility modeling with covariates 0 0 0 0 0 2 12 20
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 0 5 0 0 16 30
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 1 2 0 1 16 20
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 10 24
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 0 4 0 1 17 30
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 0 0 8 31
Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market 0 0 0 0 1 3 22 22
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas 0 0 1 6 0 0 16 39
Predicting returns and dividend growth — The role of non-Gaussian innovations 0 0 0 2 0 1 9 15
Structured factor copulas for modeling the systemic risk of European and United States banks 0 0 2 2 1 4 20 23
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 2 8 0 1 13 34
Variational inference for high dimensional structured factor copulas 0 0 0 2 1 2 18 35
Vector autoregression models with skewness and heavy tails 1 1 7 16 1 3 28 62
Total Journal Articles 1 1 14 64 7 21 242 432

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 1 3 3
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 0 1 5 5
Total Chapters 0 0 0 0 0 2 8 8

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Statistics updated 2026-08-07