Access Statistics for Heejoon Han

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
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates 0 0 0 105 0 2 2 322
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 3 6 9 12
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 1 5 5 223
Modeling and predicting the market volatility index: The case of VKOSPI 0 0 0 66 68 88 93 301
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting 0 0 0 50 0 1 3 71
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 0 12 0 3 5 102
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 1 4 7 14
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 2 4 4 127
Time series properties of ARCH processes with persistent covariates 0 0 0 99 2 2 4 498
Total Working Papers 0 0 0 454 77 115 132 1,670

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility 0 0 0 27 0 1 2 83
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE 0 0 0 41 3 5 7 148
Asymptotic Properties of GARCH-X Processes 0 0 2 25 6 6 9 72
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 4 75 1 6 18 228
Carry trades and endogenous regime switches in exchange rate volatility 0 0 1 19 2 3 8 80
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility 0 0 0 0 0 3 7 71
Effects of the US stock market return and volatility on the VKOSPI 0 1 1 8 46 60 71 147
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 0 1 3 5 2 4 12 21
GARCH with omitted persistent covariate 0 0 0 7 2 4 4 45
Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach 0 0 1 28 4 10 13 109
Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm 2 4 7 29 4 7 21 77
Non‐stationary non‐parametric volatility model 0 0 0 0 0 3 4 51
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea 0 0 0 12 1 3 6 70
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 2 3 9 122 10 27 49 466
The tail behavior of safe haven currencies: A cross-quantilogram analysis 0 1 2 19 4 9 18 71
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 1 4 218
Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects 0 0 1 8 1 2 5 37
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s 0 0 0 14 1 3 7 75
Total Journal Articles 4 10 31 495 87 157 265 2,069

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Statistics updated 2026-01-09