Access Statistics for Sung Y. Park

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications 0 0 0 22 0 0 2 72
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 0 0 0 102
Resource Abundance and Economic Growth in China 0 0 0 12 1 1 2 142
Total Working Papers 0 0 0 95 1 1 4 316

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple spatial dependence test robust to local and distributional misspecifications 0 0 0 11 0 0 2 50
An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries 0 0 0 27 0 0 0 67
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 1 2 3 150 1 3 7 427
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 2 3 4 69 2 3 6 207
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 1 1 1 11 1 1 4 42
Causal relationship among cryptocurrencies: A conditional quantile approach 0 1 3 19 1 4 8 55
Crude oil and stock markets: Causal relationships in tails? 0 0 2 30 0 0 5 179
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 0 0 0 69 0 0 3 236
Determinants of systematic risk in the US Restaurant industry 0 0 0 3 0 0 2 11
Determinants of volatility on international tourism demand for South Korea: an empirical note 0 1 1 39 0 1 1 121
Do gender and age impact the time‐varying Okun's law? Evidence from South Korea 0 0 1 12 0 0 4 29
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 20 3 5 6 104
Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach 1 1 1 5 1 2 5 23
Dynamic conditional relationships between developed and emerging markets 0 0 1 9 1 2 6 44
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries 0 0 0 11 0 0 2 58
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches 0 0 0 11 0 0 1 38
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 0 0 2 12 1 1 6 41
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 0 0 0 30 0 0 2 113
Generalized empirical likelihood specification test robust to local misspecification 0 0 0 7 1 1 2 35
Global energy intensity convergence using a spatial panel growth model 0 1 2 4 0 1 2 7
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures 0 0 0 1 1 1 4 7
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 3 1 1 3 17
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 1 10 0 0 2 41
Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis 0 0 3 5 0 0 3 11
Maximum entropy autoregressive conditional heteroskedasticity model 0 1 4 108 2 5 15 314
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach 1 2 7 20 3 6 16 45
Money demand in China and time-varying cointegration 0 1 1 56 0 1 1 232
Multivariate density forecast evaluation: A modified approach 0 0 0 18 0 0 0 70
Nonlinear dependence between stock and real estate markets in China 0 0 1 29 1 1 4 109
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 7 0 0 1 71
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 0 1 53 1 2 5 189
On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition 1 1 2 7 1 1 3 22
Optimal Portfolio Diversification Using the Maximum Entropy Principle 0 1 5 254 2 3 17 695
Optimal conditional hedge ratio: A simple shrinkage estimation approach 0 0 0 15 1 1 3 78
Optimal portfolio selection using a simple double-shrinkage selection rule 0 0 0 5 0 0 1 17
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 1 3 7 102
Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model 0 0 0 0 0 1 3 7
Quantile connectedness between cryptocurrency and commodity futures 0 1 3 3 1 5 14 15
Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach 0 0 0 7 1 1 1 16
Resource abundance and economic growth in China 0 1 2 56 0 1 5 427
Testing for a unit root in a nonlinear quantile autoregression framework 1 1 3 12 5 7 12 65
Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework 0 0 0 4 0 0 6 20
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 5 0 0 5 48
The impact of oil price volatility on stock markets: Evidences from oil-importing countries 0 1 19 57 3 17 75 240
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 0 9 2 2 4 76
Time‐Varying Investor Herding in Chinese Stock Markets 0 0 0 8 0 0 0 21
Total Journal Articles 8 20 73 1,323 38 83 284 4,842

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 0 3 0 0 0 7
Total Chapters 0 0 0 3 0 0 0 7

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