Cuong C. Nguyen
Economics and Econometrics · 2012
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 25 citations into it; #10,148 of 23,481 by trust here, #10,386 by citations
- Finance — 19 citations into it; #4,971 of 10,518 by trust here, #4,165 by citations
- Statistics and Probability — 6 citations into it
Whom Cuong C. Nguyen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Christian Genest
- Jean-David Fermanian
- Andrew J. Patton
- Lingfang Hu
- Shawkat Hammoudeh
- H. Manner
- Perry Sadorsky
Who trusts Cuong C. Nguyen overall
- Simplice A. Asongu
- D. Broadstock
- George Filis
- Stavros Degiannakis *
- Vanessa S. Tchamyou
- Huiming Zhu
- Dirk G. Baur
- Limin Du
- Rustam Boldanov
- Guiglielmo Maria Caporale
Papers from Cuong C. Nguyen's perspective
Ordered by how strongly the researchers Cuong C. Nguyen trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- An Introduction to Copulas
- On Default Correlation: A Copula Function Approach
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Dynamic Conditional Correlation
- Extreme Correlation of International Equity Markets
- MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
- Measurement of Aggregate Risk with Copulas
- Testing the Gaussian copula hypothesis for financial assets dependences