This page in English

Hoang Nguyen

Tjänstetitel: Postdoktor Organisation: Handelshögskolan vid Örebro universitet

E-post:

Telefon: 019 303853

Rum: N4032

Forskningsämne

Om Hoang Nguyen

Hoang is a postdoctoral researcher at the School of Business, Örebro University. He obtained Ph.D. in Business and Quantitative methods at Universidad Carlos III de Madrid. He is interested in Bayesian inference algorithms such as Variational Bayes (VB), ABC, Sequential Monte Carlo (SMC). His research contributions lie primarily in developing econometric models to analyze high dimensional dependence structure. He proposes different specifications of factor copula models as a solution for the curse of dimensionality.

 

Publikationer

Artiklar i tidskrifter |  Doktorsavhandlingar |  Rapporter | 

Artiklar i tidskrifter

Nguyen, H. , Ausín, M. C. & Galeano, P. (2020). Variational inference for high dimensional structured factor copulas. Computational Statistics & Data Analysis, 151.

Information via DOI

Nguyen, H. , Ausín, M. C. & Galeano, P. (2019). Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas. Journal of Financial Econometrics, 17 (1), 118-151.

Information via DOI

Doktorsavhandlingar

Nguyen, H. (2019). Bayesian inference for high dimensional factor copula models. (Doctoral dissertation). Madrid: Universidad Carlos III de Madrid.

Fulltext i DiVA

Rapporter

Kiss, T. , Mazur, S. , Nguyen, H. & Österholm, P. (2021). Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. Örebro: Örebro University, School of Business (Working Papers, School of Business 9).

Mer information på annan webbplats

Kiss, T. , Mazur, S. & Nguyen, H. (2021). Predicting returns and dividend growth - the role of non-Gaussian innovations. Örebro: Örebro University, School of Business (Working Papers, School of Business 10).

Mer information på annan webbplats

Karlsson, S. , Mazur, S. & Nguyen, H. (2021). Vector autoregression models with skewness and heavy tails. Örebro: Örebro University, School of Business (Working Papers, School of Business 8).

Mer information på annan webbplats