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Hoang Nguyen
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Year
Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas
H Nguyen, MC Ausín Olivera, P Galeano San Miguel
Journal of Financial Econometrics 17 (1), 118–151, 2019
72019
Vector autoregression models with skewness and heavy tails
S Karlsson, S Mazur, H Nguyen
arXiv preprint arXiv:2105.11182, 2021
52021
Variational inference for high dimensional structured factor copulas
H Nguyen, MC Ausín, P Galeano
Computational Statistics & Data Analysis 151, 107012, 2020
52020
A dynamic leverage stochastic volatility model
H Nguyen, TN Nguyen, MN Tran
Applied Economics Letters, 2021
12021
Predicting returns and dividend growth-the role of non-Gaussian innovations
T Kiss, S Mazur, H Nguyen
Finance Research Letters 42 (1544-6123), 102315, 2021
12021
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area
T Kiss, H Nguyen, P Österholm
Finance Research Letters 46, 102365, 2022
2022
Modelling Okun’s Law–Does non-Gaussianity Matter?
T Kiss, H Nguyen, P Österholm
Örebro University, School of Business Working Papers, 2022
2022
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails
T Kiss, H Nguyen, P Österholm
Journal of Risk and Financial Management 14 (11), 506, 2021
2021
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
H Nguyen, F Javed
Working Paper, 2021
2021
Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances
T Kiss, S Mazur, H Nguyen, P Österholm
Working Paper, 2021
2021
Bayesian inference for high dimensional factor copula models
H Nguyen
2019
What are the drivers of the Swedish sustainable development path?: New evidence from Bayesian Dynamic Linear Models
J Stage, M Lindmark, H Nguyen Thu, H Nguyen
XX Applied Economics Meeting, Valencia, 8th-9th JUNE 2017, 2017
2017
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Articles 1–12