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 9 11 331
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 0 6 10 15
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 2 4 8 226
Modeling and predicting the market volatility index: The case of VKOSPI 0 0 0 66 7 88 111 321
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting 0 0 0 50 0 5 8 76
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 1 1 1 13 3 7 11 109
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 10 20 22 145
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 0 2 6 15
Time series properties of ARCH processes with persistent covariates 0 0 0 99 1 4 6 500
Total Working Papers 1 1 1 455 23 145 193 1,738

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 5 7 88
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE 0 0 0 41 0 5 8 150
Asymptotic Properties of GARCH-X Processes 0 0 2 25 2 12 14 78
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 3 75 4 8 24 235
Carry trades and endogenous regime switches in exchange rate volatility 0 0 1 19 0 5 11 83
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility 0 0 0 0 0 4 11 75
Effects of the US stock market return and volatility on the VKOSPI 0 0 1 8 9 65 90 166
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 0 1 3 6 0 5 11 24
GARCH with omitted persistent covariate 0 0 0 7 2 5 7 48
Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach 0 0 1 28 1 10 19 115
Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm 2 4 8 31 2 8 22 81
Non‐stationary non‐parametric volatility model 0 0 0 0 0 3 7 54
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea 0 0 0 12 0 3 6 72
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 3 9 123 3 25 59 481
The tail behavior of safe haven currencies: A cross-quantilogram analysis 0 0 2 19 4 12 26 79
Time series properties of ARCH processes with persistent covariates 0 0 0 56 1 2 6 220
Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects 0 0 0 8 0 5 7 41
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s 0 0 0 14 0 7 12 81
Total Journal Articles 2 8 30 499 28 189 347 2,171

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Statistics updated 2026-03-04