| 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 | 7 | 2019 |
| Vector autoregression models with skewness and heavy tails S Karlsson, S Mazur, H Nguyen arXiv preprint arXiv:2105.11182, 2021 | 5 | 2021 |
| Variational inference for high dimensional structured factor copulas H Nguyen, MC Ausín, P Galeano Computational Statistics & Data Analysis 151, 107012, 2020 | 5 | 2020 |
| A dynamic leverage stochastic volatility model H Nguyen, TN Nguyen, MN Tran Applied Economics Letters, 2021 | 1 | 2021 |
| 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 | 1 | 2021 |
| 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 |
Pedro GaleanoProfesor Titular de EstadísticaVerified email at uc3m.es
