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 7 81
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 0 0 18 120
Resource Abundance and Economic Growth in China 0 0 0 13 3 4 22 165
Total Working Papers 0 0 0 96 3 4 47 366

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 0 10 61
An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries 0 0 2 29 1 2 18 86
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 0 0 2 152 0 0 19 446
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 3 5 75 1 7 32 242
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 0 0 2 13 0 1 18 60
Causal relationship among cryptocurrencies: A conditional quantile approach 0 0 2 21 0 0 12 68
Crude oil and stock markets: Causal relationships in tails? 1 1 2 32 1 1 25 204
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 0 0 1 71 0 0 116 354
Determinants of systematic risk in the US Restaurant industry 0 0 0 3 0 0 7 18
Determinants of volatility on international tourism demand for South Korea: an empirical note 0 0 0 39 0 1 10 131
Do gender and age impact the time‐varying Okun's law? Evidence from South Korea 0 0 2 14 0 2 8 38
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 20 1 2 8 112
Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach 0 0 2 7 0 0 18 41
Dynamic conditional relationships between developed and emerging markets 0 0 0 9 0 2 11 55
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries 0 0 0 11 1 2 14 72
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches 1 1 1 12 1 2 9 49
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 0 0 2 14 1 5 16 58
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 0 0 0 31 0 1 10 124
Generalized empirical likelihood specification test robust to local misspecification 0 0 0 7 0 1 14 49
Global energy intensity convergence using a spatial panel growth model 0 0 0 5 0 2 13 23
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures 0 0 3 4 1 4 52 60
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 3 1 1 10 29
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 10 0 2 10 52
Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis 0 0 0 5 0 0 10 21
Is art market efficient? Evidence from non-linear quantile unit-root tests 1 1 1 4 1 2 9 12
Maximum entropy autoregressive conditional heteroskedasticity model 0 0 3 113 1 3 13 329
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach 0 0 2 24 0 1 23 72
Money demand in China and time-varying cointegration 0 0 1 57 0 1 16 249
Multivariate density forecast evaluation: A modified approach 0 0 0 18 0 1 8 79
Nonlinear dependence between stock and real estate markets in China 0 0 0 29 0 2 9 119
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 7 2 3 10 82
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 0 0 54 0 2 20 210
On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition 0 0 1 8 0 0 8 30
Optimal Portfolio Diversification Using the Maximum Entropy Principle 0 0 7 263 0 3 52 752
Optimal conditional hedge ratio: A simple shrinkage estimation approach 2 2 2 18 3 5 14 93
Optimal portfolio selection using a simple double-shrinkage selection rule 1 1 2 7 3 3 13 31
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 0 0 10 113
Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model 0 0 1 1 0 1 9 16
Quantile causal relationship between Bitcoin and stock indices 0 0 0 0 0 1 14 14
Quantile connectedness between cryptocurrency and commodity futures 0 0 2 7 2 3 23 41
Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach 0 0 0 7 1 1 7 23
Resource abundance and economic growth in China 0 0 0 56 0 1 64 491
Testing for a unit root in a nonlinear quantile autoregression framework 2 2 4 19 2 2 22 91
Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework 0 0 3 7 0 0 15 35
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 5 0 1 15 63
The impact of oil price volatility on stock markets: Evidences from oil-importing countries 0 1 6 64 1 7 50 297
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 0 9 0 1 8 84
Time‐Varying Investor Herding in Chinese Stock Markets 0 0 0 8 0 1 8 29
Total Journal Articles 8 12 61 1,405 25 83 910 5,808

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 1 12 19
Total Chapters 0 0 0 3 0 1 12 19

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Statistics updated 2026-10-11