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 1 8 35
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 21 90
Estimation of optimal portfolio compositions for small sampleand singular covariance matrix 0 0 0 26 3 3 8 21
Fast and Slow Level Shifts in Intraday Stochastic Volatility 0 0 14 14 1 1 41 41
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 0 16 0 0 13 48
Modelling Okun’s Law – Does non-Gaussianity Matter? 0 0 0 26 0 0 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 0 2 11 62
Monitoring the Dynamic Networks of Stock Returns 0 0 0 10 0 0 15 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 1 1 15 26
US Interest Rates: Are Relations Stable? 1 2 7 25 1 2 19 51
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 7 0 1 11 26
Vector autoregression models with skewness and heavy tails 0 1 2 36 0 1 14 108
Vector autoregression models with skewness and heavy tails 0 1 1 18 2 6 21 75
Volume-driven time-of-day effects in intraday volatility models 0 2 48 48 3 12 229 229
Total Working Papers 1 6 73 449 12 32 465 1,058

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 22
A note on the dynamic effects of supply and demand shocks in the crude oil market 0 0 0 1 1 2 12 14
Bayesian predictive distributions of oil returns using mixed data sampling volatility models 0 0 0 0 2 2 12 14
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 2 2 18 32
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models 0 0 1 2 1 1 16 21
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 0 16 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 0 2 22 22
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas 0 0 1 6 1 1 17 40
Predicting returns and dividend growth — The role of non-Gaussian innovations 0 0 0 2 0 0 9 15
Structured factor copulas for modeling the systemic risk of European and United States banks 0 0 2 2 0 3 18 23
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area 0 0 2 8 1 1 14 35
Variational inference for high dimensional structured factor copulas 0 0 0 2 0 1 17 35
Vector autoregression models with skewness and heavy tails 0 1 6 16 0 2 27 62
Total Journal Articles 0 1 12 64 8 21 241 440

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 4 4
VAR Models with Fat Tails and Dynamic Asymmetry 0 0 0 0 0 0 5 5
Total Chapters 0 0 0 0 1 1 9 9

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Statistics updated 2026-09-10