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 2 72
Nonlinear Dependence between Stock and Real Estate Markets in China 0 0 0 61 0 0 0 102
Resource Abundance and Economic Growth in China 0 0 0 12 0 0 2 141
Total Working Papers 0 0 0 95 0 0 4 315

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 0 2 50
An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries 0 0 0 27 0 0 0 67
An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach 1 2 2 149 2 3 6 426
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression 0 0 1 66 0 0 4 204
Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test 0 0 0 10 0 3 3 41
Causal relationship among cryptocurrencies: A conditional quantile approach 0 0 4 18 1 2 7 52
Crude oil and stock markets: Causal relationships in tails? 0 0 3 30 0 0 7 179
Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach 0 0 1 69 0 0 4 236
Determinants of systematic risk in the US Restaurant industry 0 0 0 3 0 0 3 11
Determinants of volatility on international tourism demand for South Korea: an empirical note 0 0 0 38 0 0 0 120
Do gender and age impact the time‐varying Okun's law? Evidence from South Korea 0 0 1 12 0 0 5 29
Do net positions in the futures market cause spot prices of crude oil? 0 0 0 20 2 2 4 101
Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach 0 0 0 4 1 2 5 22
Dynamic conditional relationships between developed and emerging markets 0 0 2 9 1 2 6 43
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries 0 0 0 11 0 0 2 58
Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches 0 0 1 11 0 0 3 38
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches 0 0 2 12 0 0 7 40
Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations 0 0 0 30 0 0 2 113
Generalized empirical likelihood specification test robust to local misspecification 0 0 0 7 0 1 1 34
Global energy intensity convergence using a spatial panel growth model 0 1 1 3 0 1 1 6
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures 0 0 0 1 0 1 4 6
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 0 3 0 0 2 16
Information theoretic approaches to income density estimation with an application to the U.S. income data 0 0 1 10 0 0 2 41
Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis 0 0 3 5 0 0 3 11
Maximum entropy autoregressive conditional heteroskedasticity model 1 1 4 108 2 3 13 311
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach 1 2 8 19 2 4 14 41
Money demand in China and time-varying cointegration 0 0 0 55 0 0 1 231
Multivariate density forecast evaluation: A modified approach 0 0 0 18 0 0 0 70
Nonlinear dependence between stock and real estate markets in China 0 0 1 29 0 1 4 108
Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach 0 0 0 7 0 0 2 71
Oil prices and stock markets: Does the effect of uncertainty change over time? 0 0 1 53 1 1 4 188
On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition 0 1 1 6 0 1 2 21
Optimal Portfolio Diversification Using the Maximum Entropy Principle 1 1 6 254 1 5 21 693
Optimal conditional hedge ratio: A simple shrinkage estimation approach 0 0 0 15 0 0 2 77
Optimal portfolio selection using a simple double-shrinkage selection rule 0 0 0 5 0 0 1 17
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns 0 0 0 22 1 2 5 100
Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model 0 0 0 0 0 1 2 6
Quantile connectedness between cryptocurrency and commodity futures 0 0 2 2 2 5 11 12
Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach 0 0 1 7 0 0 1 15
Resource abundance and economic growth in China 1 1 2 56 1 2 5 427
Testing for a unit root in a nonlinear quantile autoregression framework 0 0 2 11 0 0 6 58
Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework 0 0 0 4 0 3 8 20
The dynamic conditional relationship between stock market returns and implied volatility 0 0 0 5 0 0 6 48
The impact of oil price volatility on stock markets: Evidences from oil-importing countries 0 3 20 56 8 20 79 231
The role of financial speculation in the energy future markets: A new time-varying coefficient approach 0 0 0 9 0 0 2 74
Time‐Varying Investor Herding in Chinese Stock Markets 0 0 0 8 0 0 0 21
Total Journal Articles 5 12 70 1,308 25 65 272 4,784

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 0 7
Total Chapters 0 0 0 3 0 0 0 7

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Statistics updated 2025-06-06