| Vector autoregression models with skewness and heavy tails S Karlsson, S Mazur, H Nguyen Journal of Economic Dynamics and Control 146, 104580, 2023 | 29 | 2023 |
| Variational inference for high dimensional structured factor copulas H Nguyen, MC Ausín, P Galeano Computational Statistics & Data Analysis 151, 107012, 2020 | 15 | 2020 |
| 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 | 12 | 2019 |
| Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models H Nguyen, A Virbickaitė Energy Economics 124, 106738, 2023 | 11 | 2023 |
| Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach H Nguyen, F Javed Journal of Empirical Finance 73, 272-292, 2023 | 10 | 2023 |
| 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 | 6 | 2021 |
| Bayesian predictive distributions of oil returns using mixed data sampling volatility models A Virbickaitė, H Nguyen, MN Tran Resources Policy 86, 104167, 2023 | 5 | 2023 |
| Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations T Kiss, S Mazur, H Nguyen, P Österholm Journal of Forecasting 42 (2), 347-368, 2023 | 5 | 2023 |
| 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 | 5 | 2022 |
| Estimation of optimal portfolio compositions for small sample and singular covariance matrix T Bodnar, S Mazur, H Nguyen Advanced Statistical Methods in Process Monitoring, Finance, and …, 2024 | 3 | 2024 |
| A dynamic leverage stochastic volatility model H Nguyen, TN Nguyen, MN Tran Applied Economics Letters, 2021 | 3 | 2021 |
| Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market EF Touli, H Nguyen, O Bodnar Computational Economics, 1-18, 2024 | 2 | 2024 |
| Modelling Okun’s law: Does non-Gaussianity matter? T Kiss, H Nguyen, P Österholm Empirical Economics 64 (5), 2183-2213, 2023 | 2 | 2023 |
| Structured factor copulas for modeling the systemic risk of European and United States banks H Nguyen, A Virbickaitė, MC Ausín, P Galeano International Review of Financial Analysis 96 (A), 103621, 2024 | 1 | 2024 |
| 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 | 1 | 2021 |
| Bayesian inference for high dimensional factor copula models H Nguyen Universidad Carlos III de Madrid, 2019 | 1 | 2019 |
| Deep learning enhanced volatility modeling with covariates HT Nguyen, H Nguyen, MN Tran Finance Research Letters 69, 106145, 2024 | | 2024 |
| A note on the dynamic effects of supply and demand shocks in the crude oil market H Nguyen, P Österholm Applied Economics Letters, 1-7, 2024 | | 2024 |
| US interest rates: Are relations stable? S Karlsson, T Kiss, H Nguyen, P Österholm Working Paper, 2024 | | 2024 |
| Svensk ekonomi är inte normal (och oberoende)–fakta om makroekonomiska variablers tidsserieegenskaper S Karlsson, T Kiss, H Nguyen, P Österholm Ekonomisk Debatt 51 (1), 42-54, 2023 | | 2023 |
Stepan MazurÖrebro UniversityVerified email at oru.se
