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 4 8 80
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 4 9 15 117
Resource Abundance and Economic Growth in China 0 0 1 13 2 6 8 149
Total Working Papers 0 0 1 96 6 19 31 346


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 8 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 1 8 12 79
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 0 0 3 150 4 8 16 439
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 1 5 71 2 13 21 225
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 1 1 2 12 2 8 14 52
Causal relationship among cryptocurrencies: A conditional quantile approach 0 1 2 20 3 7 16 66
Crude oil and stock markets: Causal relationships in tails? 0 1 1 31 2 10 13 192
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 0 0 1 70 2 11 19 255
Determinants of systematic risk in the US Restaurant industry 0 0 0 3 1 4 4 15
Determinants of volatility on international tourism demand for South Korea: an empirical note 0 0 1 39 2 5 6 126
Do gender and age impact the time‐varying Okun's law? Evidence from South Korea 0 1 2 14 0 2 5 34
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 20 0 4 10 109
Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach 0 2 3 7 1 8 14 34
Dynamic conditional relationships between developed and emerging markets 0 0 0 9 1 4 8 49
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries 0 0 0 11 0 2 4 62
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches 0 0 0 11 2 3 7 45
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 0 1 2 14 2 6 10 50
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 0 0 1 31 0 2 7 120
Generalized empirical likelihood specification test robust to local misspecification 0 0 0 7 0 5 9 42
Global energy intensity convergence using a spatial panel growth model 0 0 3 5 3 7 12 17
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures 1 1 1 2 6 33 41 46
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 3 1 5 10 26
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 10 0 3 4 45
Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis 0 0 0 5 0 8 9 20
Is art market efficient? Evidence from non-linear quantile unit-root tests 0 0 1 3 3 5 8 10
Maximum entropy autoregressive conditional heteroskedasticity model 1 2 5 112 2 6 15 323
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach 0 1 6 23 2 10 23 60
Money demand in China and time-varying cointegration 0 1 2 57 1 6 11 242
Multivariate density forecast evaluation: A modified approach 0 0 0 18 1 3 8 78
Nonlinear dependence between stock and real estate markets in China 0 0 0 29 0 3 8 115
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 7 1 4 6 77
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 0 1 54 0 5 12 199
On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition 0 0 2 7 0 0 3 23
Optimal Portfolio Diversification Using the Maximum Entropy Principle 0 1 5 258 7 22 42 730
Optimal conditional hedge ratio: A simple shrinkage estimation approach 0 0 1 16 0 3 6 83
Optimal portfolio selection using a simple double-shrinkage selection rule 0 0 1 6 1 6 8 25
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 1 8 13 111
Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model 0 0 1 1 1 4 7 12
Quantile causal relationship between Bitcoin and stock indices 0 0 0 0 1 7 11 11
Quantile connectedness between cryptocurrency and commodity futures 0 2 5 7 3 10 26 33
Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach 0 0 0 7 1 5 6 21
Resource abundance and economic growth in China 0 0 1 56 2 52 57 482
Testing for a unit root in a nonlinear quantile autoregression framework 0 0 4 15 0 10 21 79
Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework 0 1 3 7 2 7 14 31
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 5 0 5 5 53
The impact of oil price volatility on stock markets: Evidences from oil-importing countries 0 0 7 60 8 16 60 271
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 0 9 1 5 7 81
Time‐Varying Investor Herding in Chinese Stock Markets 0 0 0 8 0 1 1 22
Total Journal Articles 3 17 74 1,372 74 377 659 5,380


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 8 11 18
Total Chapters 0 0 0 3 0 8 11 18


Statistics updated 2026-03-04