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 2 3 74
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 0 0 0 102
Resource Abundance and Economic Growth in China 0 1 1 13 0 2 2 143
Total Working Papers 0 1 1 96 1 4 5 319

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 0 1 3 51
An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries 0 0 0 27 1 1 1 68
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 0 1 3 150 0 1 7 427
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 1 3 5 70 1 5 8 210
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 0 1 1 11 0 1 4 42
Causal relationship among cryptocurrencies: A conditional quantile approach 0 0 3 19 1 2 9 56
Crude oil and stock markets: Causal relationships in tails? 0 0 1 30 0 0 2 179
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 1 1 1 70 2 2 4 238
Determinants of systematic risk in the US Restaurant industry 0 0 0 3 0 0 1 11
Determinants of volatility on international tourism demand for South Korea: an empirical note 0 0 1 39 0 0 1 121
Do gender and age impact the time‐varying Okun's law? Evidence from South Korea 0 0 1 12 0 1 4 30
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 20 0 3 6 104
Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach 0 1 1 5 0 1 5 23
Dynamic conditional relationships between developed and emerging markets 0 0 0 9 0 1 5 44
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries 0 0 0 11 0 0 1 58
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches 0 0 0 11 0 2 3 40
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 0 0 2 12 0 2 6 42
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 0 1 1 31 0 1 3 114
Generalized empirical likelihood specification test robust to local misspecification 0 0 0 7 0 1 2 35
Global energy intensity convergence using a spatial panel growth model 0 1 3 5 2 3 5 10
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures 0 0 0 1 0 2 5 8
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 10 1 1 2 42
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 3 1 3 4 19
Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis 0 0 3 5 0 0 3 11
Is art market efficient? Evidence from non-linear quantile unit-root tests 0 0 3 3 0 0 3 3
Maximum entropy autoregressive conditional heteroskedasticity model 1 2 5 110 1 4 12 316
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach 1 3 7 22 2 7 16 49
Money demand in China and time-varying cointegration 0 0 1 56 1 1 2 233
Multivariate density forecast evaluation: A modified approach 0 0 0 18 0 1 1 71
Nonlinear dependence between stock and real estate markets in China 0 0 1 29 0 2 5 110
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 7 1 1 1 72
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 1 1 54 0 2 5 190
On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition 0 1 2 7 0 1 3 22
Optimal Portfolio Diversification Using the Maximum Entropy Principle 1 2 4 256 3 7 16 700
Optimal conditional hedge ratio: A simple shrinkage estimation approach 0 1 1 16 0 2 3 79
Optimal portfolio selection using a simple double-shrinkage selection rule 0 0 0 5 0 1 1 18
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 0 2 6 103
Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model 0 0 0 0 0 0 2 7
Quantile causal relationship between Bitcoin and stock indices 0 0 0 0 0 0 0 0
Quantile connectedness between cryptocurrency and commodity futures 1 2 5 5 1 4 15 18
Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach 0 0 0 7 0 1 1 16
Resource abundance and economic growth in China 0 0 1 56 0 0 4 427
Testing for a unit root in a nonlinear quantile autoregression framework 2 4 6 15 2 9 16 69
Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework 0 0 0 4 0 0 6 20
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 5 0 0 4 48
The impact of oil price volatility on stock markets: Evidences from oil-importing countries 1 1 19 58 3 10 76 247
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 0 9 0 2 4 76
Time‐Varying Investor Herding in Chinese Stock Markets 0 0 0 8 0 0 0 21
Total Journal Articles 9 26 82 1,344 23 91 296 4,898

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 0 0 0 7
Total Chapters 0 0 0 3 0 0 0 7

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06