Hoang Nguyen
Cited by
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Vector autoregression models with skewness and heavy tails
S Karlsson, S Mazur, H Nguyen
Journal of Economic Dynamics and Control 146, 104580, 2023
Variational inference for high dimensional structured factor copulas
H Nguyen, MC Ausín, P Galeano
Computational Statistics & Data Analysis 151, 107012, 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
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
A dynamic leverage stochastic volatility model
H Nguyen, TN Nguyen, MN Tran
Applied Economics Letters, 2021
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
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
H Nguyen, A Virbickaite
Working Paper, 2022
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
H Nguyen, F Javed
Working Paper, 2021
Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models
A Virbickaite, H Nguyen, MN Tran
Örebro University, School of Business Working Papers, 2023
Modelling Okun’s law: Does non-Gaussianity matter?
T Kiss, H Nguyen, P Österholm
Empirical Economics, 1-31, 2022
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
Estimation of optimal portfolio compositions for small sample and singular covariance matrix
T Bodnar, S Mazur, H Nguyen
Örebro University School of Business, 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
Bayesian inference for high dimensional factor copula models
H Nguyen
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
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