Narrow search
Showing 1 - 9 of 9
Cover Image
Financial liberalisation, crisis, and restructuring : a comparative study of bank performance and bank governance in South East Asia
Williams, Jonathan; Nguyen, Nghia - In: Journal of banking & finance 29 (2005) 8/9, pp. 2119-2154
Persistent link: https://www.econbiz.de/10002937202
Cover Image
A dynamic leverage stochastic volatility model
Nguyen, Hoang; Trong-Nghia Nguyen; Minh-Ngoc Tran - In: Applied economics letters 30 (2023) 1, pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Cover Image
El sistema financiero en Asia y Australia
Nguyen, Nghia T.; Williams, Jonathan - In: Papeles de economía española 110 (2006), pp. 116-144
Persistent link: https://www.econbiz.de/10003412633
Cover Image
Correlation dynamics between Asia-Pacific, EU and US stock returns
Hyde, Stuart; Bredin, Donal; Nguyen, Nghia - In: Asia-Pacific financial markets : integration, …, (pp. 39-61). 2008
Persistent link: https://www.econbiz.de/10003603058
Cover Image
A dynamic leverage stochastic volatility model
Nguyen, Hoang; Trong-Nghia Nguyen; Minh-Ngoc Tran - 2021
Persistent link: https://www.econbiz.de/10012605430
Cover Image
Chapter 3 Correlation dynamics between Asia-Pacific, EU and US stock returns
Hyde, Stuart; Bredin, Don; Nguyen, Nghia - In: Asia-Pacific financial markets : integration, …, (pp. 39-61). 2007
This chapter investigates the correlation dynamics in the equity markets of 13 Asia-Pacific countries, Europe and the US using the asymmetric dynamic conditional correlation GARCH model (AG-DCC-GARCH) introduced by Cappiello, Engle, and Sheppard (2006). We find significant variation in...
Persistent link: https://www.econbiz.de/10015384082
Cover Image
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen; Minh-Ngoc Tran; Gunawan, David; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Cover Image
Machine learning-based model for customer emotion detection in hotel booking services
Nguyen Nghia; Nguyen Thuy-Hien; Nguyen Yen-Nhi; Doan, Dung - In: Journal of hospitality and tourism insights 7 (2024) 3, pp. 1294-1312
Persistent link: https://www.econbiz.de/10015052629
Cover Image
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen; Minh-Ngoc Tran; Kohn, Robert - In: Journal of applied econometrics 37 (2022) 5, pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647