Details about Hoang Nguyen
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
- Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Working Papers, Örebro University, School of Business
- Modelling Okun’s Law – Does non-Gaussianity Matter?
Working Papers, Örebro University, School of Business
- Monitoring the Dynamic Networks of Stock Returns
Papers, arXiv.org
2021
- A dynamic leverage stochastic volatility model
Working Papers, Örebro University, School of Business
- Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
Working Papers, Örebro University, School of Business
- 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
- Predicting returns and dividend growth - the role of non-Gaussian innovations
Working Papers, Örebro University, School of Business 
See also Journal Article in Finance Research Letters (2022)
- Vector autoregression models with skewness and heavy tails
Working Papers, Örebro University, School of Business View citations (7)
Also in Papers, arXiv.org (2021) View citations (7)
2020
- Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails
Working Papers, Örebro University, School of Business 
See also Journal Article in JRFM (2021)
2018
- Variational Inference for high dimensional structured factor copulas
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística 
See also Journal Article in Computational Statistics & Data Analysis (2020)
2017
- Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (1)
See also Journal Article in The Journal of Financial Econometrics (2019)
Journal Articles
2022
- Predicting returns and dividend growth — The role of non-Gaussian innovations
Finance Research Letters, 2022, 46, (PA) 
See also Working Paper (2021)
- The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area
Finance Research Letters, 2022, 46, (PA)
2021
- Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails
JRFM, 2021, 14, (11), 1-17 
See also Working Paper (2020)
2020
- Variational inference for high dimensional structured factor copulas
Computational Statistics & Data Analysis, 2020, 151, (C) View citations (2)
See also Working Paper (2018)
2019
- Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas
The Journal of Financial Econometrics, 2019, 17, (1), 118-151 View citations (6)
See also Working Paper (2017)
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