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Results 1-10 of 12.

Year of Publication	Title	Author(s)
2021	Vector autoregression models with skewness and heavy tails	Karlsson, Sune; Mazur, Stepan; Nguyen, Hoang
2022	Modelling Okun's law - does non-Gaussianity matter?	Kiss, Tamás; Nguyen, Hoang; Österholm, Pär
2020	Modelling Returns in US Housing Prices – You're the One for Me, Fat Tails	Kiss, Tamás; Nguyen, Hoang; Österholm, Pär
2021	A dynamic leverage stochastic volatility model	Nguyen, Hoang; Nguyen, Trong-Nghia; Tran, Minh-Ngoc
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
2021	Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach	Nguyen, Hoang; Javed, Farrukh
2023	Bayesian predictive distributions of oil returns using mixed data sampling volatility models	Virbickaite, Audrone; Nguyen, Hoang; Tran, Minh-Ngoc
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