Browsing All of EconStor by Author Han, Heejoon
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2013 | Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates | Han, Heejoon; Kristensen, Dennis |
2014 | The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series | Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae |
2015 | Modeling and predicting the market volatility index: The case of VKOSPI | Han, Heejoon; Kutan, Ali M.; Ryu, Doojin |
2015 | Effects of the US stock market return and volatility on the VKOSPI | Han, Heejoon; Kutan, Ali M.; Ryu, Doojin |