关注
Sung Y. Park
Sung Y. Park
其他姓名Sung Yong Park
在 cau.ac.kr 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Maximum entropy autoregressive conditional heteroskedasticity model
SY Park, AK Bera
Journal of Econometrics 150 (2), 219-230, 2009
3032009
Optimal portfolio diversification using the maximum entropy principle
AK Bera, SY Park
Econometric Reviews 27 (4-6), 484-512, 2008
2612008
The analysis of the relationships of Korean outbound tourism demand: Jeju Island and three international destinations
JH Seo, SY Park, L Yu
Tourism Management 30 (4), 530-543, 2009
1422009
An estimation of US gasoline demand: A smooth time-varying cointegration approach
SY Park, G Zhao
Energy Economics 32 (1), 110-120, 2010
1282010
Crude oil and stock markets: Causal relationships in tails?
H Ding, HG Kim, SY Park
Energy Economics 59, 58-69, 2016
1072016
Oil prices and stock markets: does the effect of uncertainty change over time?
YC Joo, SY Park
Energy Economics 61, 42-51, 2017
1062017
Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches
SY Park, SY Jei
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010
972010
The impact of oil price volatility on stock markets: Evidences from oil-importing countries
YC Joo, SY Park
Energy Economics 101, 105413, 2021
752021
Resource abundance and economic growth in China
R Fan, Y Fang, SY Park
China Economic Review 23 (3), 704-719, 2012
752012
Asymmetric laplace regression: maximum likelihood, maximum entropy and quantile regression
AK Bera, AF Galvao Jr, GV Montes-Rojas, SY Park
Journal of Econometric Methods 5 (1), 79-101, 2016
742016
Money demand in China and time-varying cointegration
H Zuo, SY Park
China Economic Review 22 (3), 330-343, 2011
612011
Asymmetric relationship between investors' sentiment and stock returns: evidence from a quantile non‐causality test
H Li, Y Guo, SY Park
International Review of Finance 17 (4), 617-626, 2017
602017
Quantile autoregressive distributed lag model with an application to house price returns
AF Galvao Jr, G Montes‐Rojas, SY Park
Oxford Bulletin of Economics and Statistics 75 (2), 307-321, 2013
592013
Testing for a unit root in a nonlinear quantile autoregression framework
H Li, SY Park
Econometric Reviews 37 (8), 867-892, 2018
442018
Do net positions in the futures market cause spot prices of crude oil?
H Ding, HG Kim, SY Park
Economic Modelling 41, 177-190, 2014
342014
Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries
W Ma, H Li, SY Park
International review of economics & finance 49, 211-222, 2017
302017
Interrelationships among Korean outbound tourism demand: Granger causality analysis
JH Seo, SY Park, S Boo
Tourism Economics 16 (3), 597-610, 2010
302010
The dynamic conditional relationship between stock market returns and implied volatility
SY Park, D Ryu, J Song
Physica A: Statistical Mechanics and its Applications 482, 638-648, 2017
292017
Estimation and hedging effectiveness of time‐varying hedge ratio: Nonparametric approaches
R Fan, H Li, SY Park
Journal of Futures Markets 36 (10), 968-991, 2016
282016
Determinants of housing prices in Hong Kong: A Box-Cox quantile regression approach
HG Kim, KC Hung, SY Park
The Journal of Real Estate Finance and Economics 50, 270-287, 2015
282015
系统目前无法执行此操作,请稍后再试。
文章 1–20