Access Statistics for Heejoon Han

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	101	1	2	11	302
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates	0	1	2	74	2	5	19	210
Modeling and predicting the market volatility index: The case of VKOSPI	0	1	6	59	1	4	22	161
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting	0	0	1	42	1	1	6	46
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series	0	1	1	5	1	4	12	43
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series	0	0	0	41	0	1	7	80
Time series properties of ARCH processes with persistent covariates	0	0	2	95	0	0	4	482
Total Working Papers	0	3	12	417	6	17	81	1,324

Journal Article	File Downloads				Abstract Views
Journal Article	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	21	0	0	9	69
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE	0	0	0	34	0	0	10	120
Asymptotic Properties of GARCH-X Processes	1	2	5	12	1	3	10	41
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates	2	3	9	56	5	10	32	149
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility	0	0	0	0	0	0	4	38
Effects of the US stock market return and volatility on the VKOSPI	0	0	0	7	0	3	14	64
GARCH with omitted persistent covariate	0	0	0	4	0	0	3	31
Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach	1	2	6	11	2	7	31	52
Non‐stationary non‐parametric volatility model	0	0	0	0	0	0	5	32
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea	0	0	2	9	1	4	8	58
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series	1	5	16	33	3	15	56	123
Time series properties of ARCH processes with persistent covariates	0	0	0	56	0	0	7	208
Total Journal Articles	5	12	38	243	12	42	189	985

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Statistics updated 2020-09-04