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 1 1 15 335
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 0 1 13 19
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 0 1 12 230
Modeling and predicting the market volatility index: The case of VKOSPI 0 0 1 67 3 24 176 389
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting 0 0 0 50 0 0 6 76
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 1 13 1 2 21 120
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 0 2 12 22
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 1 2 33 156
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 1 11 507
Total Working Papers 0 0 2 456 6 34 299 1,854

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 7 89
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE 0 0 0 41 1 2 14 157
Asymptotic Properties of GARCH-X Processes 0 0 1 26 0 0 18 84
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 0 75 0 4 23 244
Carry trades and endogenous regime switches in exchange rate volatility 0 0 0 19 0 1 13 90
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility 0 0 0 0 1 3 11 79
Effects of the US stock market return and volatility on the VKOSPI 0 0 1 8 5 16 150 232
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 3 3 9 13 5 5 18 35
GARCH with omitted persistent covariate 0 0 0 7 0 1 11 52
Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach 0 0 1 28 0 2 25 122
Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm 1 3 14 37 3 7 37 103
Non‐stationary non‐parametric volatility model 0 0 0 0 0 2 10 58
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea 0 0 0 12 1 3 11 78
The cross-quantilogram: Measuring quantile dependence and testing directional predictability across time-series and cross-sectional data 0 1 1 1 0 2 2 2
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 1 6 124 1 7 58 495
The tail behavior of safe haven currencies: A cross-quantilogram analysis 0 0 2 19 2 4 33 92
Time series properties of ARCH processes with persistent covariates 0 0 0 56 3 4 12 229
Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects 0 0 0 8 2 2 10 45
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s 0 0 0 14 0 1 13 85
Total Journal Articles 4 8 35 515 24 66 476 2,371

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Statistics updated 2026-09-10