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Sang Phu Nguyen · Study

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Sang Phu Nguyen

4 works· latest 2019· 2 institutionscluster: provisional

h-index4

i104

Citations238

Works here4

17

19

Most cited in this library

Forecasting cryptocurrency returns and volume using search engines2019 · 132 citations
Contagion Risk Measured by Return Among Cryptocurrencies2017 · 40 citations
An assessment of contagion risks in the banking system using non-parametric and Copula approaches2019 · 38 citations
Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model: Empirical evidence from ASEAN stock indexes2019 · 28 citations

Works

4 shown

An assessment of contagion risks in the banking system using non-parametric and Copula approaches

Economic Analysis and Policy·2019·4 authors·Open access

38citations

Forecasting cryptocurrency returns and volume using search engines

Financial Innovation·2019·4 authors·Open access

132citations

Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model: Empirical evidence from ASEAN stock indexes

Quantitative Finance and Economics·2019·2 authors·Open access

28citations

Contagion Risk Measured by Return Among Cryptocurrencies

Studies in computational intelligence·2017·3 authors·other·Open access

40citations