All Stories

  1. Value-at-risk under market shifts through highly flexible models

    Article • Journal of Forecasting, January 2018, Wiley

    Professor Duc Khuong Nguyen

  2. Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting

    Article • World Economy, September 2016, Wiley

    Professor Duc Khuong Nguyen

  3. Cross-market dynamics and optimal portfolio strategies in Latin American equity markets

    Article • European Business Review, March 2015, Emerald

    Professor Duc Khuong Nguyen