Dr. Daniel Nguyen

Estimation of Optimal Hedge Ratio: A Wild Bootstrap Approach

• Journals
• DOI reference: 10.3390/jrfm17070310

CEO overconfidence, customer satisfaction, and firm value: An investigation of mediating and moderating effects

• Journals
• DOI reference: 10.1016/j.emj.2023.11.004

Portfolio management using time-varying vine copula: an application on the G7 equity market indices

• Journals
• DOI reference: 10.1080/1351847X.2022.2124119

Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis

This paper contributes to applying the time-varying symmetrized Joe–Clayton copula to study the...

• Journals
• DOI reference: 10.1111/irfi.12089