Access Statistics for Sung Y. Park

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
A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications 0 0 0 22 1 3 6 77
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 1 7 7 109
Resource Abundance and Economic Growth in China 0 0 1 13 1 1 3 144
Total Working Papers 0 0 1 96 3 11 16 330

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple spatial dependence test robust to local and distributional misspecifications 0 0 0 11 2 3 6 54
An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries 0 2 2 29 2 5 6 73
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 0 0 3 150 0 4 10 431
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 4 70 3 5 12 215
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 0 0 1 11 1 3 7 45
Causal relationship among cryptocurrencies: A conditional quantile approach 1 1 3 20 3 6 14 62
Crude oil and stock markets: Causal relationships in tails? 1 1 2 31 4 7 9 186
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 0 0 1 70 1 7 10 245
Determinants of systematic risk in the US Restaurant industry 0 0 0 3 1 1 1 12
Determinants of volatility on international tourism demand for South Korea: an empirical note 0 0 1 39 1 1 2 122
Do gender and age impact the time‐varying Okun's law? Evidence from South Korea 0 1 2 13 1 3 7 33
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 20 2 3 8 107
Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach 1 1 2 6 3 6 10 29
Dynamic conditional relationships between developed and emerging markets 0 0 0 9 1 2 6 46
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries 0 0 0 11 0 2 2 60
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches 0 0 0 11 0 2 5 42
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 1 2 3 14 1 3 8 45
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 0 0 1 31 0 4 6 118
Generalized empirical likelihood specification test robust to local misspecification 0 0 0 7 2 4 6 39
Global energy intensity convergence using a spatial panel growth model 0 0 3 5 1 1 6 11
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures 0 0 0 1 15 20 25 28
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 10 1 1 2 43
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 3 2 4 7 23
Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis 0 0 3 5 3 4 7 15
Is art market efficient? Evidence from non-linear quantile unit-root tests 0 0 2 3 0 2 4 5
Maximum entropy autoregressive conditional heteroskedasticity model 0 0 3 110 1 2 10 318
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach 0 0 5 22 4 5 18 54
Money demand in China and time-varying cointegration 0 0 1 56 2 5 7 238
Multivariate density forecast evaluation: A modified approach 0 0 0 18 0 4 5 75
Nonlinear dependence between stock and real estate markets in China 0 0 0 29 2 4 7 114
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 7 1 2 3 74
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 0 1 54 2 6 9 196
On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition 0 0 2 7 0 1 3 23
Optimal Portfolio Diversification Using the Maximum Entropy Principle 0 1 5 257 4 12 27 712
Optimal conditional hedge ratio: A simple shrinkage estimation approach 0 0 1 16 1 2 4 81
Optimal portfolio selection using a simple double-shrinkage selection rule 0 1 1 6 2 3 4 21
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 2 2 8 105
Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model 0 1 1 1 1 2 4 9
Quantile causal relationship between Bitcoin and stock indices 0 0 0 0 4 8 8 8
Quantile connectedness between cryptocurrency and commodity futures 1 1 5 6 1 6 19 24
Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach 0 0 0 7 1 1 2 17
Resource abundance and economic growth in China 0 0 1 56 41 44 47 471
Testing for a unit root in a nonlinear quantile autoregression framework 0 0 5 15 3 3 15 72
Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework 1 3 3 7 4 8 14 28
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 5 1 1 2 49
The impact of oil price volatility on stock markets: Evidences from oil-importing countries 0 2 13 60 3 11 61 258
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 0 9 1 1 4 77
Time‐Varying Investor Herding in Chinese Stock Markets 0 0 0 8 0 0 0 21
Total Journal Articles 6 17 80 1,361 131 236 467 5,134

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 0 3 4 7 7 14
Total Chapters 0 0 0 3 4 7 7 14

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