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 9 40
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 1 57 0 1 5 74
Quantile autoregressive distributed lag model with an application to house price returns 1 3 4 5 1 4 10 14
Resource Abundance and Economic Growth in China 0 0 0 9 0 0 16 78
Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression 0 0 0 49 0 1 7 164
Total Working Papers 1 3 5 142 1 6 47 370


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 1 11 0 0 2 29
An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries 0 0 2 20 0 1 6 58
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 2 5 10 122 2 6 19 331
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 1 5 33 0 6 26 114
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 0 1 3 3 0 3 5 5
Crude oil and stock markets: Causal relationships in tails? 0 0 1 13 1 4 16 63
Design and optical analyses of an arrayed microfluidic tunable prism panel for enhancing solar energy collection 0 0 2 10 0 0 5 36
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 1 1 9 54 1 3 23 163
Determinants of volatility on international tourism demand for South Korea: an empirical note 0 0 0 33 0 0 2 107
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 13 1 1 1 67
Dynamic conditional relationships between developed and emerging markets 0 1 2 2 3 4 15 15
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries 0 1 2 6 1 2 9 26
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches 0 0 0 7 0 1 4 21
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 0 0 0 7 0 1 1 24
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 1 2 4 25 2 4 12 86
Generalized empirical likelihood specification test robust to local misspecification 0 1 3 3 1 2 9 9
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 1 5 5 0 5 19 19
Maximum entropy autoregressive conditional heteroskedasticity model 0 1 3 66 3 7 15 208
Money demand in China and time-varying cointegration 0 0 0 54 0 0 2 212
Multivariate density forecast evaluation: A modified approach 1 3 4 13 1 3 6 55
Nonlinear dependence between stock and real estate markets in China 0 0 0 25 1 1 3 78
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 5 1 2 10 57
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 2 9 29 0 4 25 97
Optimal Portfolio Diversification Using the Maximum Entropy Principle 2 6 11 206 5 12 28 517
Optimal conditional hedge ratio: A simple shrinkage estimation approach 0 0 0 10 0 3 12 55
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 1 2 4 17 1 4 10 67
Resource abundance and economic growth in China 1 1 1 49 1 1 6 384
Testing for a unit root in a nonlinear quantile autoregression framework 2 2 3 3 2 4 13 13
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 1 0 1 4 18
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 2 9 0 1 9 58
Time‐Varying Investor Herding in Chinese Stock Markets 0 0 1 1 0 1 2 2
Total Journal Articles 11 31 87 855 27 87 319 2,994


Statistics updated 2019-07-03