Citation profile for Hoang Nguyen

Hoang Nguyen : Citation Profile

Örebro Universitet

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 0
   Journals where Hoang Nguyen has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 10 (71.43 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/png291
   Updated: 2023-01-28    RAS profile: 2022-11-11
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Relations with other researchers

Works with:

Ãsterholm, PÃ¤r (5)

Kiss, Tamas (5)

Karlsson, Sune (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hoang Nguyen.

Is cited by:

Mutschler, Willi (1)

Cites to:

Clark, Todd (18)

Gilchrist, Simon (11)

Karlsson, Sune (11)

Fagiolo, Giorgio (11)

Roventini, Andrea (11)

Engle, Robert (11)

Campbell, John (9)

Napoletano, Mauro (8)

Cogley, Timothy (8)

Zakrajšek, Egon (8)

Sargent, Thomas (8)

Main data

Where Hoang Nguyen has published?

Journals with more than one article published	# docs
Finance Research Letters	2

Working Papers Series with more than one paper published	# docs
Working Papers / �rebro University, School of Business	8
Papers / arXiv.org	2
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística	2

Recent works citing Hoang Nguyen (2022 and 2021)

Year	Title of citing document
2022	Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Trede, Mark ; Mutschler, Willi ; Guljanov, Gaygysyz. In: Dynare Working Papers. RePEc:cpm:dynare:078. Full description at Econpapers \|\| Download paper
2022	Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Mutschler, Willi ; Trede, Mark ; Guljanov, Gaygysyz. In: CQE Working Papers. RePEc:cqe:wpaper:10122. Full description at Econpapers \|\| Download paper
2022	Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models. (2022). Joe, Harry ; Krupskii, Pavel. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:2:d:10.1007_s00362-021-01252-1. Full description at Econpapers \|\| Download paper
2022	Fast inference methods for high-dimensional factor copulas. (2022). Pavel, Krupskiy ; Alex, Verhoijsen. In: Dependence Modeling. RePEc:vrs:demode:v:10:y:2022:i:1:p:270-289:n:15. Full description at Econpapers \|\| Download paper

Works by Hoang Nguyen:

Year	Title	Type	Cited
2021	Vector autoregression models with skewness and heavy tails In: Papers. [Full Text][Citation analysis]	paper	2
2021	Vector autoregression models with skewness and heavy tails.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2	paper
2022	Monitoring the Dynamic Networks of Stock Returns In: Papers. [Full Text][Citation analysis]	paper	0
2017	Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis]	paper	1
2019	Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas.(2019) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	article
2018	Variational Inference for high dimensional structured factor copulas In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis]	paper	1
2020	Variational inference for high dimensional structured factor copulas.(2020) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	article
2022	Predicting returns and dividend growth — The role of non-Gaussian innovations In: Finance Research Letters. [Full Text][Citation analysis]	article	0
2021	Predicting returns and dividend growth - the role of non-Gaussian innovations.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0	paper
2022	The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area In: Finance Research Letters. [Full Text][Citation analysis]	article	0
2021	Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails In: JRFM. [Full Text][Citation analysis]	article	0
2020	Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0	paper
2021	Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	A dynamic leverage stochastic volatility model In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach In: Working Papers. [Full Text][Citation analysis]	paper	0
2022	Modelling Okun’s Law – Does non-Gaussianity Matter? In: Working Papers. [Full Text][Citation analysis]	paper	0
2022	Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models In: Working Papers. [Full Text][Citation analysis]	paper	0