Browsing All of EconStor by Author Nguyen, Hoang

Showing results 1 to 12 of 12
Year of PublicationTitleAuthor(s)
2020Modelling Returns in US Housing Prices – You're the One for Me, Fat TailsKiss, Tamás; Nguyen, Hoang; Österholm, Pär
2021Vector autoregression models with skewness and heavy tailsKarlsson, Sune; Mazur, Stepan; Nguyen, Hoang
2021A dynamic leverage stochastic volatility modelNguyen, Hoang; Nguyen, Trong-Nghia; Tran, Minh-Ngoc
2021Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approachNguyen, Hoang; Javed, Farrukh
2021Modelling returns in US housing prices: You're the one for me, fat tailsKiss, Tamás; Nguyen, Hoang; Österholm, Pär
2021Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian DisturbancesKiss, Tamás; Mazur, Stepan; Nguyen, Hoang; Österholm, Pär
2021Predicting returns and dividend growth - the role of non-Gaussian innovationsKiss, Tamás; Mazur, Stepan; Nguyen, Hoang
2022Modelling Okun's law - does non-Gaussianity matter?Kiss, Tamás; Nguyen, Hoang; Österholm, Pär
2022Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula modelsNguyen, Hoang; Virbickaite, Audrone
2022Estimation of optimal portfolio compositions for small sample and singular covariance matrixBodnar, Taras; Mazur, Stepan; Nguyen, Hoang
2023Bayesian predictive distributions of oil returns using mixed data sampling volatility modelsVirbickaite, Audrone; Nguyen, Hoang; Tran, Minh-Ngoc
2024US interest rates: Are relations stable?Karlsson, Sune; Kiss, Tamás; Nguyen, Hoang; Österholm, Pär