Hoang Nguyen
Names
| first: |
Hoang |
| last: |
Nguyen |
Identifer
Contact
Affiliations
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Linköpings Universitet
/ Institutionen för Ekonomisk och Industriell Utveckling
Research profile
author of:
- Vector autoregression models with skewness and heavy tails (repec:arx:papers:2105.11182)
by Sune Karlsson & Stepan Mazur & Hoang Nguyen - Monitoring the Dynamic Networks of Stock Returns (repec:arx:papers:2210.16679)
by Elena Farahbakhsh Touli & Hoang Nguyen & Olha Bodnar - Structured factor copulas for modeling the systemic risk of European and United States banks (repec:arx:papers:2401.03443)
by Hoang Nguyen & Audron.e Virbickait.e & M. Concepci'on Aus'in & Pedro Galeano - Variational inference for high dimensional structured factor copulas (repec:eee:csdana:v:151:y:2020:i:c:s0167947320301031)
by Nguyen, Hoang & Ausín, M. Concepción & Galeano, Pedro - Vector autoregression models with skewness and heavy tails (repec:eee:dyncon:v:146:y:2023:i:c:s0165188922002834)
by Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang - Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach (repec:eee:empfin:v:73:y:2023:i:c:p:272-292)
by Nguyen, Hoang & Javed, Farrukh - Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models (repec:eee:eneeco:v:124:y:2023:i:c:s0140988323002360)
by Nguyen, Hoang & Virbickaitė, Audronė - Structured factor copulas for modeling the systemic risk of European and United States banks (repec:eee:finana:v:96:y:2024:i:pa:s1057521924005532)
by Nguyen, Hoang & Virbickaitė, Audronė & Ausín, M. Concepción & Galeano, Pedro - Predicting returns and dividend growth — The role of non-Gaussian innovations (repec:eee:finlet:v:46:y:2022:i:pa:s1544612321003445)
by Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang - The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area (repec:eee:finlet:v:46:y:2022:i:pa:s1544612321003688)
by Kiss, Tamás & Nguyen, Hoang & Österholm, Pär - Deep learning enhanced volatility modeling with covariates (repec:eee:finlet:v:69:y:2024:i:pb:s1544612324011747)
by Nguyen, Hien Thi & Nguyen, Hoang & Tran, Minh-Ngoc - Bayesian predictive distributions of oil returns using mixed data sampling volatility models (repec:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008784)
by Virbickaitė, Audronė & Nguyen, Hoang & Tran, Minh-Ngoc - Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails (repec:gam:jjrfmx:v:14:y:2021:i:11:p:506-:d:660957)
by Tamás Kiss & Hoang Nguyen & Pär Österholm - Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails (repec:hhs:oruesi:2020_013)
by Kiss, Tamás & Nguyen, Hoang & Österholm, Pär - Vector autoregression models with skewness and heavy tails (repec:hhs:oruesi:2021_008)
by Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang - Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances (repec:hhs:oruesi:2021_009)
by Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär - Predicting returns and dividend growth - the role of non-Gaussian innovations (repec:hhs:oruesi:2021_010)
by Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang - A dynamic leverage stochastic volatility model (repec:hhs:oruesi:2021_014)
by Nguyen, Hoang & Nguyen, Trong-Nghia & Tran, Minh-Ngoc - Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach (repec:hhs:oruesi:2021_015)
by Nguyen, Hoang & Javed, Farrukh - Modelling Okun’s Law – Does non-Gaussianity Matter? (repec:hhs:oruesi:2022_001)
by Kiss, Tamas & Nguyen, Hoang & Österholm, Pär - Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models (repec:hhs:oruesi:2022_005)
by Nguyen, Hoang & Virbickaite, Audrone - Estimation of optimal portfolio compositions for small sampleand singular covariance matrix (repec:hhs:oruesi:2022_015)
by Bodnar, Taras & Mazur, Stepan & Nguyen, Hoang - Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models (repec:hhs:oruesi:2023_007)
by Virbickaite, Audrone & Nguyen, Hoang & Tran, Minh-Ngoc - US Interest Rates: Are Relations Stable? (repec:hhs:oruesi:2024_003)
by Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär - VAR Models with Fat Tails and Dynamic Asymmetry (repec:hhs:oruesi:2024_008)
by Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär - Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market (repec:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10616-2)
by Elena Farahbakhsh Touli & Hoang Nguyen & Olha Bodnar - Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas (repec:oup:jfinec:v:17:y:2019:i:1:p:118-151.)
by Hoang Nguyen & M Concepción Ausín & Pedro Galeano - Modelling Okun’s law: Does non-Gaussianity matter? (repec:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2)
by Tamás Kiss & Hoang Nguyen & Pär Österholm - A dynamic leverage stochastic volatility model (repec:taf:apeclt:v:30:y:2023:i:1:p:97-102)
by Hoang Nguyen & Trong-Nghia Nguyen & Minh-Ngoc Tran - A note on the dynamic effects of supply and demand shocks in the crude oil market (repec:taf:apeclt:v:32:y:2025:i:11:p:1627-1633)
by Hoang Nguyen & Pär Österholm - Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations (repec:wly:jforec:v:42:y:2023:i:2:p:347-368)
by Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm