Hoang Nguyen : Citation Profile


Are you Hoang Nguyen?

Örebro Universitet

1

H index

0

i10 index

2

Citations

RESEARCH PRODUCTION:

5

Articles

12

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: 2.    Total self citations: 10 (83.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/png291
   Updated: 2022-11-19    RAS profile: 2022-11-11    
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Relations with other researchers


Works with:

Kiss, Tamas (5)

Österholm, Pär (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:

Cites to:

Clark, Todd (18)

Gilchrist, Simon (11)

Roventini, Andrea (11)

Fagiolo, Giorgio (11)

Engle, Robert (11)

Karlsson, Sune (11)

Campbell, John (9)

Zakrajšek, Egon (8)

Sargent, Thomas (8)

Cogley, Timothy (8)

Napoletano, Mauro (8)

Main data


Where Hoang Nguyen has published?


Journals with more than one article published# docs
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Working Papers / rebro University, School of Business8
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2
Papers / arXiv.org2

Recent works citing Hoang Nguyen (2022 and 2021)


YearTitle of citing document
2022Approximate 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.

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2022Fast 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.

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Works by Hoang Nguyen:


YearTitleTypeCited
2021Vector autoregression models with skewness and heavy tails In: Papers.
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2021Vector autoregression models with skewness and heavy tails.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2022Monitoring the Dynamic Networks of Stock Returns In: Papers.
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2017Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas In: DES - Working Papers. Statistics and Econometrics. WS.
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2019Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas.(2019) In: The Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 1
article
2018Variational Inference for high dimensional structured factor copulas In: DES - Working Papers. Statistics and Econometrics. WS.
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paper1
2020Variational inference for high dimensional structured factor copulas.(2020) In: Computational Statistics & Data Analysis.
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This paper has another version. Agregated cites: 1
article
2022Predicting returns and dividend growth — The role of non-Gaussian innovations In: Finance Research Letters.
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2021Predicting returns and dividend growth - the role of non-Gaussian innovations.(2021) In: Working Papers.
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2022The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area In: Finance Research Letters.
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2021Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails In: JRFM.
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2020Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails.(2020) In: Working Papers.
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paper
2021Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances In: Working Papers.
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2021A dynamic leverage stochastic volatility model In: Working Papers.
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2021Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach In: Working Papers.
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2022Modelling Okun’s Law – Does non-Gaussianity Matter? In: Working Papers.
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2022Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models In: Working Papers.
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