Browsing All of EconStor by Author Nguyen, Hoang
Showing results 1 to 13 of 13
Year of Publication | Title | Author(s) |
2020 | Modelling Returns in US Housing Prices – You're the One for Me, Fat Tails | Kiss, Tamás; Nguyen, Hoang; Österholm, Pär |
2021 | Vector autoregression models with skewness and heavy tails | Karlsson, Sune; Mazur, Stepan; Nguyen, Hoang |
2021 | A dynamic leverage stochastic volatility model | Nguyen, Hoang; Nguyen, Trong-Nghia; Tran, Minh-Ngoc |
2021 | Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach | Nguyen, Hoang; Javed, Farrukh |
2021 | Modelling returns in US housing prices: You're the one for me, fat tails | Kiss, Tamás; Nguyen, Hoang; Österholm, Pär |
2021 | Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances | Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang; Österholm, Pär |
2021 | Predicting returns and dividend growth - the role of non-Gaussian innovations | Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang |
2022 | Modelling Okun's law - does non-Gaussianity matter? | Kiss, Tamás; Nguyen, Hoang; Österholm, Pär |
2022 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models | Nguyen, Hoang; Virbickaite, Audrone |
2022 | Estimation of optimal portfolio compositions for small sample and singular covariance matrix | Bodnar, Taras; Mazur, Stepan; Nguyen, Hoang |
2023 | Bayesian predictive distributions of oil returns using mixed data sampling volatility models | Virbickaite, Audrone; Nguyen, Hoang; Tran, Minh-Ngoc |
2024 | US interest rates: Are relations stable? | Karlsson, Sune; Kiss, Tamás; Nguyen, Hoang; Österholm, Pär |
2024 | VAR models with fat tails and dynamic asymmetry | Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang; Österholm, Pär |