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Details about Hoang Nguyen

Homepage:http://hoanguc3m.github.io
Workplace:Handelshögskolan (Business School), Örebro Universitet (Örebro University), (more information at EDIRC)

Access statistics for papers by Hoang Nguyen.

Last updated 2022-11-11. Update your information in the RePEc Author Service.

Short-id: png291


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Working Papers

2022

  1. Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
    Working Papers, Örebro University, School of Business Downloads
  2. Modelling Okun’s Law – Does non-Gaussianity Matter?
    Working Papers, Örebro University, School of Business Downloads
  3. Monitoring the Dynamic Networks of Stock Returns
    Papers, arXiv.org Downloads

2021

  1. A dynamic leverage stochastic volatility model
    Working Papers, Örebro University, School of Business Downloads
  2. Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
    Working Papers, Örebro University, School of Business Downloads
  3. Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances
    Working Papers, Örebro University, School of Business Downloads
  4. Predicting returns and dividend growth - the role of non-Gaussian innovations
    Working Papers, Örebro University, School of Business Downloads
    See also Journal Article in Finance Research Letters (2022)
  5. Vector autoregression models with skewness and heavy tails
    Working Papers, Örebro University, School of Business Downloads View citations (7)
    Also in Papers, arXiv.org (2021) Downloads View citations (7)

2020

  1. Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails
    Working Papers, Örebro University, School of Business Downloads
    See also Journal Article in JRFM (2021)

2018

  1. Variational Inference for high dimensional structured factor copulas
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2020)

2017

  1. Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)
    See also Journal Article in The Journal of Financial Econometrics (2019)

Journal Articles

2022

  1. Predicting returns and dividend growth — The role of non-Gaussian innovations
    Finance Research Letters, 2022, 46, (PA) Downloads
    See also Working Paper (2021)
  2. The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area
    Finance Research Letters, 2022, 46, (PA) Downloads

2021

  1. Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails
    JRFM, 2021, 14, (11), 1-17 Downloads
    See also Working Paper (2020)

2020

  1. Variational inference for high dimensional structured factor copulas
    Computational Statistics & Data Analysis, 2020, 151, (C) Downloads View citations (2)
    See also Working Paper (2018)

2019

  1. Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas
    The Journal of Financial Econometrics, 2019, 17, (1), 118-151 Downloads View citations (6)
    See also Working Paper (2017)
 
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