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 1 9 81
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 1 3 18 120
Resource Abundance and Economic Growth in China 0 0 1 13 2 12 20 161
Total Working Papers 0 0 1 96 3 16 47 362


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 1 1 11 61
An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries 0 0 2 29 0 5 17 84
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 0 2 3 152 1 7 20 446
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 1 6 72 0 8 29 233
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 1 1 3 13 1 7 18 59
Causal relationship among cryptocurrencies: A conditional quantile approach 1 1 3 21 2 2 16 68
Crude oil and stock markets: Causal relationships in tails? 0 0 1 31 4 11 24 203
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 0 1 2 71 87 99 118 354
Determinants of systematic risk in the US Restaurant industry 0 0 0 3 0 3 7 18
Determinants of volatility on international tourism demand for South Korea: an empirical note 0 0 1 39 1 4 10 130
Do gender and age impact the time‐varying Okun's law? Evidence from South Korea 0 0 2 14 0 2 7 36
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 20 1 1 9 110
Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach 0 0 3 7 2 7 19 41
Dynamic conditional relationships between developed and emerging markets 0 0 0 9 0 4 10 53
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries 0 0 0 11 1 6 10 68
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches 0 0 0 11 0 2 9 47
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 0 0 2 14 1 3 13 53
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 0 0 1 31 0 3 10 123
Generalized empirical likelihood specification test robust to local misspecification 0 0 0 7 0 6 14 48
Global energy intensity convergence using a spatial panel growth model 0 0 2 5 0 4 15 21
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures 0 1 2 3 1 9 49 55
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 3 0 2 12 28
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 10 0 4 8 49
Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis 0 0 0 5 0 1 10 21
Is art market efficient? Evidence from non-linear quantile unit-root tests 0 0 0 3 0 0 7 10
Maximum entropy autoregressive conditional heteroskedasticity model 0 1 5 113 0 2 14 325
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach 0 1 5 24 5 8 27 68
Money demand in China and time-varying cointegration 0 0 2 57 1 6 17 248
Multivariate density forecast evaluation: A modified approach 0 0 0 18 0 0 8 78
Nonlinear dependence between stock and real estate markets in China 0 0 0 29 1 2 9 117
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 7 0 2 8 79
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 0 1 54 3 9 20 208
On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition 0 1 2 8 4 7 9 30
Optimal Portfolio Diversification Using the Maximum Entropy Principle 1 5 9 263 6 16 53 746
Optimal conditional hedge ratio: A simple shrinkage estimation approach 0 0 1 16 1 5 11 88
Optimal portfolio selection using a simple double-shrinkage selection rule 0 0 1 6 1 3 11 28
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 0 1 12 112
Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model 0 0 1 1 1 3 9 15
Quantile causal relationship between Bitcoin and stock indices 0 0 0 0 1 2 13 13
Quantile connectedness between cryptocurrency and commodity futures 0 0 5 7 1 5 26 38
Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach 0 0 0 7 0 1 7 22
Resource abundance and economic growth in China 0 0 0 56 1 6 61 488
Testing for a unit root in a nonlinear quantile autoregression framework 0 2 6 17 0 7 28 86
Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework 0 0 3 7 1 3 14 34
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 5 2 9 14 62
The impact of oil price volatility on stock markets: Evidences from oil-importing countries 1 3 7 63 1 15 55 286
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 0 9 0 2 9 83
Time‐Varying Investor Herding in Chinese Stock Markets 0 0 0 8 2 6 7 28
Total Journal Articles 4 20 81 1,392 135 321 914 5,701


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 11 18
Total Chapters 0 0 0 3 0 0 11 18


Statistics updated 2026-06-04