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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, Linköping University.

Before he worked at Örebro 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 CV as well as the latest working paper.




Publications

2025

Tamás Kiss, Stepan Mazur, Hoang Nguyen, Pär Österholm (2025) VAR Models with Fat Tails and Dynamic Asymmetry Recent Developments in Bayesian Econometrics and Their Applications: Festschrift in Honour of Sune Karlsson, p. 67-88 (Chapter in book) Continue to DOI
Elena Farahbakhsh Touli, Hoang Nguyen, Olha Bodnar (2025) Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market Computational Economics, Vol. 65, p. 1741-1758 (Article in journal) Continue to DOI

2024

Taras Bodnar, Stepan Mazur, Hoang Nguyen (2024) Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science: Essays in Honour of Wolfgang Schmid, p. 259-278 (Chapter in book) Continue to DOI
Hoang Nguyen, Audronė Virbickaitė, M. Concepción Ausín, Pedro Galeano (2024) Structured factor copulas for modeling the systemic risk of European and United States banks International Review of Financial Analysis, Vol. 96, Article 103621 (Article in journal) Continue to DOI
Hien Thi Nguyen, Hoang Nguyen, Minh-Ngoc Tran (2024) Deep learning enhanced volatility modeling with covariates Finance Research Letters, Vol. 69, Article 106145 (Article in journal) Continue to DOI

Coworkers

Photo of Carl Alm
Carl Alm
PhD student
Photo of Jörgen Blomvall
Jörgen Blomvall
Associate Professor, Docent
Placeholder for missing image of Taras Bodnar
Taras Bodnar
Professor
Photo of Jonas Ekblom
Jonas Ekblom
Associate Professor
Photo of Eva-Lena Eriksson
Eva-Lena Eriksson
PhD student
Placeholder for missing image of Stephane Harushakamwe
Stephane Harushakamwe
PhD student
Photo of Mathias Henningsson
Mathias Henningsson
Associate Professor
Photo of Martin Kylinger
Martin Kylinger
Lecturer
Photo of Helene Lidestam
Helene Lidestam
Professor
Photo of Veronica Lindström
Veronica Lindström
Associate Professor
Photo of Janerik Lundquist
Janerik Lundquist
Associate Professor
Photo of Fredrik Persson
Fredrik Persson
Senior Associate Professor, Head of Division
Photo of Ou Tang
Ou Tang
Professor
Photo of Robert W. Grubbström
Robert W. Grubbström
Professor Emeritus
Placeholder for missing image of Joakim Wikner
Joakim Wikner
Professor
Photo of Anton Zackrisson
Anton Zackrisson
PhD student

Organisation

Gear.

Production Economics (PEK)

The division of Production Economics carries out education and research connected to the optimal use of productive resources within manufacturing or optimal financial decisions.
Campus Valla overview.

Department of Management and Engineering (IEI)

The Department of Management and Engineering (IEI) strengthens and develops tomorrow’s industry, business world and society by ground-breaking research, education and innovation.

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