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 1 4 7 34
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models 0 0 0 65 0 3 6 24
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 1 42 0 4 23 90
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix 0 0 0 26 1 3 5 18
Fast and Slow Level Shifts in Intraday Stochastic Volatility 0 0 14 14 0 12 40 40
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 0 16 0 1 14 48
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 1 4 9 71
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 0 4 14 85
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 3 9 60
Monitoring the Dynamic Networks of Stock Returns 0 0 0 10 0 4 16 33
Predicting returns and dividend growth - the role of non-Gaussian innovations 0 0 0 19 0 3 8 31
Structured factor copulas for modeling the systemic risk of European and United States banks 0 0 0 7 0 6 14 25
US Interest Rates: Are Relations Stable? 0 0 6 23 0 1 19 49
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 2 7 1 4 14 25
Vector autoregression models with skewness and heavy tails 0 0 1 35 0 4 14 107
Vector autoregression models with skewness and heavy tails 0 0 0 17 2 6 15 69
Volume-driven time-of-day effects in intraday volatility models 1 4 46 46 11 58 217 217
Total Working Papers 1 4 70 443 17 124 444 1,026

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 0 2 13 20
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 0 2 12 12
Bayesian predictive distributions of oil returns using mixed data sampling volatility models 0 0 0 0 0 1 11 12
Deep learning enhanced volatility modeling with covariates 0 0 0 0 0 5 12 18
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 0 5 0 4 16 30
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 1 2 1 8 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 3 11 24
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 0 4 1 8 17 30
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 0 3 8 31
Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market 0 0 0 0 1 9 20 20
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas 0 0 1 6 0 3 16 39
Predicting returns and dividend growth — The role of non-Gaussian innovations 0 0 0 2 1 2 10 15
Structured factor copulas for modeling the systemic risk of European and United States banks 0 0 2 2 1 6 19 20
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 2 8 1 4 17 34
Variational inference for high dimensional structured factor copulas 0 0 0 2 1 6 17 34
Vector autoregression models with skewness and heavy tails 0 1 8 15 1 8 30 60
Total Journal Articles 0 1 15 63 8 74 245 419

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 1 1 3 3
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 1 3 5 5
Total Chapters 0 0 0 0 2 4 8 8

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Statistics updated 2026-06-04