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 3 8 80
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 1 9 16 118
Resource Abundance and Economic Growth in China 0 0 1 13 3 8 11 152
Total Working Papers 0 0 1 96 4 20 35 350


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 6 10 60
An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries 0 0 2 29 2 8 14 81
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 1 1 3 151 1 9 16 440
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 1 2 6 72 4 14 25 229
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 0 1 2 12 3 10 16 55
Causal relationship among cryptocurrencies: A conditional quantile approach 0 0 2 20 0 4 16 66
Crude oil and stock markets: Causal relationships in tails? 0 0 1 31 2 8 15 194
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 0 0 1 70 3 13 22 258
Determinants of systematic risk in the US Restaurant industry 0 0 0 3 0 3 4 15
Determinants of volatility on international tourism demand for South Korea: an empirical note 0 0 1 39 0 4 6 126
Do gender and age impact the time‐varying Okun's law? Evidence from South Korea 0 1 2 14 0 1 5 34
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 20 0 2 10 109
Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach 0 1 3 7 3 8 16 37
Dynamic conditional relationships between developed and emerging markets 0 0 0 9 1 4 8 50
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries 0 0 0 11 1 3 5 63
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches 0 0 0 11 1 4 8 46
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 0 0 2 14 1 6 11 51
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 0 0 1 31 1 3 8 121
Generalized empirical likelihood specification test robust to local misspecification 0 0 0 7 0 3 9 42
Global energy intensity convergence using a spatial panel growth model 0 0 2 5 0 6 11 17
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures 1 2 2 3 6 24 46 52
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 10 2 4 6 47
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 3 0 3 10 26
Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis 0 0 0 5 0 5 9 20
Is art market efficient? Evidence from non-linear quantile unit-root tests 0 0 1 3 0 5 8 10
Maximum entropy autoregressive conditional heteroskedasticity model 1 3 6 113 1 6 16 324
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach 1 2 7 24 1 7 24 61
Money demand in China and time-varying cointegration 0 1 2 57 3 7 14 245
Multivariate density forecast evaluation: A modified approach 0 0 0 18 0 3 8 78
Nonlinear dependence between stock and real estate markets in China 0 0 0 29 1 2 8 116
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 7 1 4 7 78
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 0 1 54 4 7 16 203
On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition 1 1 2 8 1 1 3 24
Optimal Portfolio Diversification Using the Maximum Entropy Principle 1 2 6 259 4 22 45 734
Optimal conditional hedge ratio: A simple shrinkage estimation approach 0 0 1 16 1 3 7 84
Optimal portfolio selection using a simple double-shrinkage selection rule 0 0 1 6 0 4 8 25
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 0 6 12 111
Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model 0 0 1 1 0 3 7 12
Quantile causal relationship between Bitcoin and stock indices 0 0 0 0 1 4 12 12
Quantile connectedness between cryptocurrency and commodity futures 0 1 5 7 4 13 28 37
Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach 0 0 0 7 1 5 7 22
Resource abundance and economic growth in China 0 0 1 56 1 12 57 483
Testing for a unit root in a nonlinear quantile autoregression framework 2 2 6 17 4 11 25 83
Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework 0 0 3 7 0 3 14 31
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 5 2 6 7 55
The impact of oil price volatility on stock markets: Evidences from oil-importing countries 1 1 6 61 7 20 60 278
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 0 9 0 4 7 81
Time‐Varying Investor Herding in Chinese Stock Markets 0 0 0 8 1 2 2 23
Total Journal Articles 10 21 79 1,382 69 315 708 5,449


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 4 11 18
Total Chapters 0 0 0 3 0 4 11 18


Statistics updated 2026-04-09