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 3 3 6 33
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models 0 0 0 65 1 3 6 24
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 1 42 3 4 24 90
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix 0 0 0 26 2 2 4 17
Fast and Slow Level Shifts in Intraday Stochastic Volatility 0 0 14 14 6 21 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 3 3 8 70
Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails 0 0 0 39 4 5 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 3 5 9 60
Monitoring the Dynamic Networks of Stock Returns 0 0 0 10 3 8 16 33
Predicting returns and dividend growth - the role of non-Gaussian innovations 0 0 0 19 3 3 8 31
Structured factor copulas for modeling the systemic risk of European and United States banks 0 0 0 7 4 6 14 25
US Interest Rates: Are Relations Stable? 0 1 6 23 1 3 19 49
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 3 7 2 3 15 24
Vector autoregression models with skewness and heavy tails 0 0 1 35 3 4 15 107
Vector autoregression models with skewness and heavy tails 0 0 0 17 3 9 13 67
Volume-driven time-of-day effects in intraday volatility models 1 5 45 45 20 66 206 206
Total Working Papers 1 6 70 442 64 149 431 1,009

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 13 20
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 1 1 1 2 12 12
Bayesian predictive distributions of oil returns using mixed data sampling volatility models 0 0 0 0 0 3 11 12
Deep learning enhanced volatility modeling with covariates 0 0 0 0 3 5 13 18
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach 0 0 0 5 4 7 16 30
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 1 2 5 8 15 19
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 3 3 11 24
Modelling Okun’s law: Does non-Gaussianity matter? 0 0 0 4 6 8 16 29
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails 0 0 0 13 2 3 8 31
Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market 0 0 0 0 3 12 19 19
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas 0 0 1 6 3 7 16 39
Predicting returns and dividend growth — The role of non-Gaussian innovations 0 0 0 2 1 3 9 14
Structured factor copulas for modeling the systemic risk of European and United States banks 0 1 2 2 4 7 18 19
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 2 8 2 4 16 33
Variational inference for high dimensional structured factor copulas 0 0 0 2 2 6 16 33
Vector autoregression models with skewness and heavy tails 1 2 9 15 5 8 32 59
Total Journal Articles 1 3 16 63 46 89 241 411

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 0 2 2
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 2 2 4 4
Total Chapters 0 0 0 0 2 2 6 6

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Statistics updated 2026-05-06