2
H index
0
i10 index
17
Citations
Hoang Nguyen : Citation Profile
Linköpings Universitet | RESEARCH PRODUCTION: 11 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2017 - 2024). 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 | 12 |
| Papers / arXiv.org | 3 |
| DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de EstadÃstica | 2 |
Recent works citing Hoang Nguyen (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper |
| 2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827. Full description at Econpapers || Download paper |
| 2023 | Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models. (2023). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2306.09287. Full description at Econpapers || Download paper |
| 2024 | Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. (2023). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564. Full description at Econpapers || Download paper |
| 2023 | Data cloning for a threshold asymmetric stochastic volatility model. (2023). Lopes, Maria Helena ; Marin, Juan Miguel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:36569. Full description at Econpapers || Download paper |
| 2024 | A stochastic volatility model for volatility asymmetry and propagation. (2024). Lopes, Maria Helena ; Romero, Eva ; Marin, Juan Miguel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:43887. Full description at Econpapers || Download paper |
| 2024 | The skewness of mean–variance normal mixtures. (2024). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300088x. Full description at Econpapers || Download paper |
| 2023 | A test on the location of tangency portfolio for small sample size and singular covariance matrix. (2023). Muhinyuza, Stanislas ; Mazur, Stepan ; Drin, Svitlana. In: Working Papers. RePEc:hhs:oruesi:2023_011. Full description at Econpapers || Download paper |
| 2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Koop, Gary ; Huber, Florian. In: Working Papers. RePEc:str:wpaper:2309. Full description at Econpapers || Download paper |
| 2023 | Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies. (2023). Runstler, Gerhard ; Budnik, Katarzyna. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:186-201. Full description at Econpapers || Download paper |
| 2023 | . 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 | 9 |
| 2023 | Vector autoregression models with skewness and heavy tails.(2023) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2021 | Vector autoregression models with skewness and heavy tails.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2022 | Monitoring the Dynamic Networks of Stock Returns In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Structured factor copulas for modeling the systemic risk of European and United States banks 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 | 0 |
| 2018 | Variational Inference for high dimensional structured factor copulas In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Variational inference for high dimensional structured factor copulas In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2023 | Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Predicting returns and dividend growth — The role of non-Gaussian innovations In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2021 | Predicting returns and dividend growth - the role of non-Gaussian innovations.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 |
| 2023 | Bayesian predictive distributions of oil returns using mixed data sampling volatility models In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
| 2023 | Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 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 nother 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 | 2 |
| 2023 | A dynamic leverage stochastic volatility model.(2023) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2022 | Modelling Okun’s Law – Does non-Gaussianity Matter? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Modelling Okun’s law: Does non-Gaussianity matter?.(2023) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Estimation of optimal portfolio compositions for small sampleand singular covariance matrix In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2024 | US Interest Rates: Are Relations Stable? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | VAR Models with Fat Tails and Dynamic Asymmetry In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
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