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Hoang Nguyen

Örebro University (from arXiv:2105.11182, 2021) · ORCID · OpenAlex

19 papers in scope · 19 published · 1 on the econ.EM arXiv · 120 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Andrea Renzetti
  2. Massimiliano Marcellino
  3. Jan Prüser
  4. Sylvia Frühwirth-Schnatter
  5. Gregor Kastner
  6. Florian Huber
  7. Gary Koop
  8. Joshua C. C. Chan
  9. Stepan Mazur
  10. Sune Karlsson
  11. Niko Hauzenberger
  12. Hedibert F. Lopes
  13. Philippe Goulet Coulombe
  14. Luca Onorante
  15. Xuewen Yu
  16. Peter Knaus
  17. Anna E. C. Simoni
  18. Darjus Hosszejni
  19. Michael Pfarrhofer
  20. Sascha A. Keweloh

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 19)

Deep learning enhanced volatility modeling with covariates
published2024 · Finance research letters · 3 citations · first circulated 2023
with Thi Hien Nguyen, Minh-Ngoc Tran, Thị Hiền Nguyễn
Finance research letters
Structured factor copulas for modeling the systemic risk of European and United States banks
published2024 · International Review of Financial Analysis · 2 citations
with Audronė Virbickaitė, M. Concepción Ausín, Pedro Galeano
International Review of Financial Analysis
A note on the dynamic effects of supply and demand shocks in the crude oil market
published2024 · Applied Economics Letters
with Pär Österholm
Applied Economics Letters
Bayesian predictive distributions of oil returns using mixed data sampling volatility models
published2023 · Resources Policy · 4 citations
with Audronė Virbickaitė, Minh-Ngoc Tran
Resources Policy
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
published2023 · Journal of Empirical Finance · 19 citations
with Farrukh Javed
Journal of Empirical Finance
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
published2023 · Energy Economics · 10 citations
with Audronė Virbickaitė
Energy Economics
Vector autoregression models with skewness and heavy tails
published2022 · Journal of Economic Dynamics and Control · 24 citations · first circulated 2021
with Sune Karlsson, Stepan Mazur
Paper profile Journal of Economic Dynamics and Control arXiv:2105.11182
Modelling Okun’s law: Does non-Gaussianity matter?
published2022 · Empirical Economics · 6 citations
with Tamás Kiss, Pär Österholm
Empirical Economics
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations
published2022 · Journal of Forecasting · 9 citations · first circulated 2021
with Tamás Kiss, Stepan Mazur, Pär Österholm
Journal of Forecasting
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails
published2021 · Journal of risk and financial management
with Tamás Kiss, Pär Österholm
Journal of risk and financial management
A dynamic leverage stochastic volatility model
published2021 · Applied Economics Letters
with Trong-Nghia Nguyen, Minh-Ngoc Tran
Applied Economics Letters
The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area
published2021 · Finance research letters · 3 citations
with Tamás Kiss, Pär Österholm
Finance research letters
Predicting returns and dividend growth — The role of non-Gaussian innovations
published2021 · Finance research letters · 1 citations
with Tamás Kiss, Stepan Mazur
Finance research letters
Variational inference for high dimensional structured factor copulas
published2020 · Computational Statistics & Data Analysis · 13 citations · first circulated 2018
with M. Concepción Ausín, Pedro Galeano, María Concepción Ausín Olivera, Pedro Galeano San Miguel
Computational Statistics & Data Analysis
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas*
published2018 · Journal of Financial Econometrics · 9 citations · first circulated 2017
with M. Concepción Ausín, Pedro Galeano, María Concepción Ausín Olivera, Pedro Galeano San Miguel
Journal of Financial Econometrics
How do investors price stocks?—Evidence with real‐time data from Vietnam
published2018 · International Journal of Finance & Economics · 6 citations
with Hao Quach, Linh Nguyen
International Journal of Finance & Economics
Day-of-the-Week Trading Patterns of Individual and Institutional Investors
published2014 · GLOBAL BUSINESS & FINANCE REVIEW · 3 citations · first circulated 2012
with Joel N. Morse, Hao Quach, Morse Joel N.
GLOBAL BUSINESS & FINANCE REVIEW
Analyst coverage and market reaction around stock split announcements
published2011 · Applied Financial Economics · 5 citations
with Deborah Ford, Van T. Nguyen
Applied Financial Economics
The effects of listing changes between NASDAQ market segments
published2011 · Journal of Economics and Finance · 3 citations
with Wenbin Tang, Van T. Nguyen
Journal of Economics and Finance

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.