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 0 0 320
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 0 0 3 5
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 0 0 0 218
Modeling and predicting the market volatility index: The case of VKOSPI 0 0 0 66 1 2 7 213
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting 0 0 0 50 0 0 2 69
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 0 12 0 0 2 98
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 0 0 3 9
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 0 0 10 123
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 0 2 496
Total Working Papers 0 0 0 454 1 2 29 1,551

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 1 82
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE 0 0 3 41 0 0 4 142
Asymptotic Properties of GARCH-X Processes 0 0 2 25 0 0 5 66
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 3 4 75 3 9 13 221
Carry trades and endogenous regime switches in exchange rate volatility 0 1 1 19 1 4 5 77
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility 0 0 0 0 0 2 4 66
Effects of the US stock market return and volatility on the VKOSPI 0 0 0 7 1 1 1 77
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 0 0 4 4 2 2 12 16
GARCH with omitted persistent covariate 0 0 0 7 0 0 0 41
Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach 0 0 1 27 0 0 3 96
Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm 0 0 3 23 0 2 18 64
Non‐stationary non‐parametric volatility model 0 0 0 0 0 0 2 48
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea 0 0 0 12 0 0 2 66
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 2 11 117 2 7 28 433
The tail behavior of safe haven currencies: A cross-quantilogram analysis 0 0 2 17 1 2 9 59
Time series properties of ARCH processes with persistent covariates 0 0 0 56 2 3 3 217
Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects 0 0 1 8 0 0 2 34
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s 0 0 2 14 2 3 10 72
Total Journal Articles 0 6 34 479 14 36 122 1,877

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Statistics updated 2025-08-05