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 1 4 6
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 0 1 6 213
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting 0 0 0 50 0 1 3 70
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 0 12 0 1 3 99
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 0 1 4 10
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 0 0 2 123
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 0 2 496
Total Working Papers 0 0 0 454 0 5 24 1,555

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 0 1 82
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE 0 0 2 41 0 1 4 143
Asymptotic Properties of GARCH-X Processes 0 0 2 25 0 0 4 66
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 4 75 1 4 13 222
Carry trades and endogenous regime switches in exchange rate volatility 0 0 1 19 0 1 5 77
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility 0 0 0 0 0 2 4 68
Effects of the US stock market return and volatility on the VKOSPI 0 0 0 7 5 11 11 87
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 0 0 3 4 0 3 12 17
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 1 1 1 28 2 3 4 99
Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm 2 2 5 25 4 6 22 70
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 1 3 67
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 1 2 12 119 2 8 33 439
The tail behavior of safe haven currencies: A cross-quantilogram analysis 1 1 2 18 3 4 10 62
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 2 3 217
Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects 0 0 1 8 0 1 3 35
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s 0 0 2 14 0 2 9 72
Total Journal Articles 5 6 35 485 17 49 143 1,912

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Statistics updated 2025-10-06