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 4 75
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 4 4 4 106
Resource Abundance and Economic Growth in China 0 1 1 13 0 1 2 143
Total Working Papers 0 1 1 96 5 8 10 324

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 2 2 69
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 0 0 3 150 1 1 7 428
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 1 4 70 1 4 8 211
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 0 0 1 11 2 2 6 44
Causal relationship among cryptocurrencies: A conditional quantile approach 0 0 3 19 2 3 11 58
Crude oil and stock markets: Causal relationships in tails? 0 0 1 30 1 1 3 180
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 0 1 1 70 2 4 6 240
Determinants of systematic risk in the US Restaurant industry 0 0 0 3 0 0 0 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 1 1 2 13 2 3 6 32
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 20 1 1 6 105
Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach 0 0 1 5 0 0 4 23
Dynamic conditional relationships between developed and emerging markets 0 0 0 9 0 0 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 1 3 4 41
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 0 0 2 12 0 1 6 42
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 0 1 1 31 4 5 6 118
Generalized empirical likelihood specification test robust to local misspecification 0 0 0 7 2 2 4 37
Global energy intensity convergence using a spatial panel growth model 0 1 3 5 0 3 5 10
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures 0 0 0 1 2 3 7 10
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 10 0 1 2 42
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 3 2 4 5 21
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 2 3 1 1 3 4
Maximum entropy autoregressive conditional heteroskedasticity model 0 2 3 110 1 3 11 317
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach 0 2 6 22 1 5 15 50
Money demand in China and time-varying cointegration 0 0 1 56 3 4 5 236
Multivariate density forecast evaluation: A modified approach 0 0 0 18 1 2 2 72
Nonlinear dependence between stock and real estate markets in China 0 0 0 29 1 2 5 111
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 7 0 1 1 72
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 1 1 54 2 3 6 192
On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition 0 0 2 7 0 0 3 22
Optimal Portfolio Diversification Using the Maximum Entropy Principle 0 2 4 256 5 10 21 705
Optimal conditional hedge ratio: A simple shrinkage estimation approach 0 1 1 16 1 2 4 80
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 1 6 103
Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model 1 1 1 1 1 1 3 8
Quantile causal relationship between Bitcoin and stock indices 0 0 0 0 2 2 2 2
Quantile connectedness between cryptocurrency and commodity futures 0 2 4 5 0 3 14 18
Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach 0 0 0 7 0 0 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 0 3 6 15 0 4 13 69
Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework 0 0 0 4 2 2 8 22
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 5 0 0 3 48
The impact of oil price volatility on stock markets: Evidences from oil-importing countries 0 1 17 58 3 10 68 250
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 0 9 0 0 3 76
Time‐Varying Investor Herding in Chinese Stock Markets 0 0 0 8 0 0 0 21
Total Journal Articles 2 20 75 1,346 48 101 313 4,946

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 1 1 1 8
Total Chapters 0 0 0 3 1 1 1 8

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