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Hoang Nguyen

Associate Professor

I am a Associate Professir in financial mathematics at the Department of Economic and Industrial Development (IEI).

Presentation

Hoang Nguyen holds a PhD in Business and Quantitative Methods from Universidad Carlos III de Madrid, Spain. He is a senior lecturer in financial mathematics at the Department of Management and Engineering, Link枚ping University.

Before he worked at 脰rebro University as a postdoctoral researcher. His research contribution lies primarily in developing financial econometric models to analyze high dimensional time series and the interconnection between financial and macroeconomic variables. Please check out as well as the latest .




Publications

2025

Tam谩s Kiss, Stepan Mazur, Hoang Nguyen, P盲r 脰sterholm (2025) Recent Developments in Bayesian Econometrics and Their Applications: Festschrift in Honour of Sune Karlsson, p. 67-88 (Chapter in book)
Elena Farahbakhsh Touli, Hoang Nguyen, Olha Bodnar (2025) Computational Economics, Vol. 65, p. 1741-1758 (Article in journal)

2024

Taras Bodnar, Stepan Mazur, Hoang Nguyen (2024) Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science: Essays in Honour of Wolfgang Schmid, p. 259-278 (Chapter in book)
Hoang Nguyen, Audron臈 Virbickait臈, M. Concepci贸n Aus铆n, Pedro Galeano (2024) International Review of Financial Analysis, Vol. 96, Article 103621 (Article in journal)
Hien Thi Nguyen, Hoang Nguyen, Minh-Ngoc Tran (2024) Finance Research Letters, Vol. 69, Article 106145 (Article in journal)

Coworkers

Organisation