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 0 0 5 40
Nonlinear Dependence between Stock and Real Estate Markets in China 0 1 2 58 1 2 6 76
Quantile autoregressive distributed lag model with an application to house price returns 0 0 4 5 2 2 9 16
Resource Abundance and Economic Growth in China 0 0 0 9 3 6 17 84
Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression 0 1 1 50 0 4 10 168
Total Working Papers 0 2 7 144 6 14 47 384


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 2 30
An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries 0 0 2 20 0 0 5 58
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 1 2 12 124 4 5 23 336
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 1 2 6 35 1 2 25 116
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 1 1 3 4 1 2 6 7
Crude oil and stock markets: Causal relationships in tails? 0 0 1 13 0 3 17 66
Design and optical analyses of an arrayed microfluidic tunable prism panel for enhancing solar energy collection 0 0 1 10 0 1 5 37
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 0 1 10 55 0 4 25 167
Determinants of volatility on international tourism demand for South Korea: an empirical note 0 0 0 33 0 0 2 107
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 13 1 2 3 69
Dynamic conditional relationships between developed and emerging markets 0 0 2 2 1 2 13 17
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries 0 0 2 6 0 2 8 28
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches 0 0 0 7 0 0 4 21
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 0 0 0 7 0 0 1 24
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 0 0 3 25 0 0 8 86
Generalized empirical likelihood specification test robust to local misspecification 0 0 3 3 1 1 10 10
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 5 5 2 2 21 21
Maximum entropy autoregressive conditional heteroskedasticity model 0 1 3 67 1 6 19 214
Money demand in China and time-varying cointegration 0 0 0 54 0 0 2 212
Multivariate density forecast evaluation: A modified approach 0 1 5 14 0 2 7 57
Nonlinear dependence between stock and real estate markets in China 0 0 0 25 0 1 3 79
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 5 0 0 7 57
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 0 8 29 0 3 23 100
Optimal Portfolio Diversification Using the Maximum Entropy Principle 0 2 12 208 2 8 30 525
Optimal conditional hedge ratio: A simple shrinkage estimation approach 0 0 0 10 1 5 15 60
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 2 17 0 2 8 69
Resource abundance and economic growth in China 0 0 1 49 0 1 6 385
Testing for a unit root in a nonlinear quantile autoregression framework 0 1 4 4 4 7 17 20
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 1 0 1 4 19
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 2 9 0 0 8 58
Time‐Varying Investor Herding in Chinese Stock Markets 1 1 2 2 1 1 3 3
Total Journal Articles 4 12 89 867 20 64 330 3,058


Statistics updated 2019-10-05