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H index
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i10 index
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Citations
Hoang Nguyen : Citation Profile
Örebro Universitet | RESEARCH PRODUCTION: 5 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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5 years (2017 - 2022). Relations with other researchers
Works with:
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:
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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 / Örebro University, School of Business | 8 |
| DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de EstadÃstica | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Hoang Nguyen (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 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 | 0 |
| 2021 | Vector autoregression models with skewness and heavy tails.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 |
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