Hoang Nguyen : Citation Profile


Are you Hoang Nguyen?

Linköpings Universitet

2

H index

0

i10 index

15

Citations

RESEARCH PRODUCTION:

12

Articles

16

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 2
   Journals where Hoang Nguyen has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 15 (50 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/png291
   Updated: 2024-07-05    RAS profile: 2024-04-07    
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Relations with other researchers


Works with:

Kiss, Tamas (9)

Österholm, Pär (8)

Karlsson, Sune (4)

Virbickaite, Audrone (4)

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

Is cited by:

Huber, Florian (3)

Mutschler, Willi (2)

Budnik, Katarzyna (1)

Lanne, Markku (1)

Marcellino, Massimiliano (1)

Cites to:

Clark, Todd (20)

Engle, Robert (19)

Koopman, Siem Jan (16)

Lucas, Andre (16)

Creal, Drew (12)

Karlsson, Sune (12)

Gilchrist, Simon (11)

Fagiolo, Giorgio (11)

Roventini, Andrea (11)

Campbell, John (10)

Diebold, Francis (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 Business11
Papers / arXiv.org3
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2

Recent works citing Hoang Nguyen (2024 and 2023)


YearTitle of citing document
2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023Fast 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

2023Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models. (2023). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2306.09287.

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2024Efficient 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.

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2023Data 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.

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2024A 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.

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2024The skewness of mean–variance normal mixtures. (2024). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300088x.

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2023A 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.

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2023Fast 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

2023Identifying 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

Works by Hoang Nguyen:


YearTitleTypeCited
2021Vector autoregression models with skewness and heavy tails In: Papers.
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paper9
2023Vector autoregression models with skewness and heavy tails.(2023) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 9
article
2021Vector autoregression models with skewness and heavy tails.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2022Monitoring the Dynamic Networks of Stock Returns In: Papers.
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paper0
2024Structured factor copulas for modeling the systemic risk of European and United States banks In: Papers.
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paper0
2017Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas In: DES - Working Papers. Statistics and Econometrics. WS.
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paper1
2019Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas.(2019) In: Journal of Financial Econometrics.
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This paper has nother 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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paper2
2020Variational inference for high dimensional structured factor copulas.(2020) In: Computational Statistics & Data Analysis.
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This paper has nother version. Agregated cites: 2
article
2023Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach In: Journal of Empirical Finance.
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article0
2021Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models In: Energy Economics.
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article0
2022Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2022Predicting returns and dividend growth — The role of non-Gaussian innovations In: Finance Research Letters.
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article0
2021Predicting returns and dividend growth - the role of non-Gaussian innovations.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2022The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area In: Finance Research Letters.
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article0
2023Bayesian predictive distributions of oil returns using mixed data sampling volatility models In: Resources Policy.
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article0
2023Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2021Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails In: JRFM.
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article0
2020Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 0
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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paper0
2023Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations.(2023) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 0
article
2021A dynamic leverage stochastic volatility model In: Working Papers.
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paper2
2023A dynamic leverage stochastic volatility model.(2023) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 2
article
2022Modelling Okun’s Law – Does non-Gaussianity Matter? In: Working Papers.
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paper0
2023Modelling Okun’s law: Does non-Gaussianity matter?.(2023) In: Empirical Economics.
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This paper has nother version. Agregated cites: 0
article
2022Estimation of optimal portfolio compositions for small sampleand singular covariance matrix In: Working Papers.
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paper1
2024US Interest Rates: Are Relations Stable? In: Working Papers.
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paper0

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