Maximum entropy autoregressive conditional heteroskedasticity model SY Park, AK Bera Journal of Econometrics 150 (2), 219-230, 2009 | 303 | 2009 |
Optimal portfolio diversification using the maximum entropy principle AK Bera, SY Park Econometric Reviews 27 (4-6), 484-512, 2008 | 261 | 2008 |
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 | 142 | 2009 |
An estimation of US gasoline demand: A smooth time-varying cointegration approach SY Park, G Zhao Energy Economics 32 (1), 110-120, 2010 | 128 | 2010 |
Crude oil and stock markets: Causal relationships in tails? H Ding, HG Kim, SY Park Energy Economics 59, 58-69, 2016 | 107 | 2016 |
Oil prices and stock markets: does the effect of uncertainty change over time? YC Joo, SY Park Energy Economics 61, 42-51, 2017 | 106 | 2017 |
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 | 97 | 2010 |
The impact of oil price volatility on stock markets: Evidences from oil-importing countries YC Joo, SY Park Energy Economics 101, 105413, 2021 | 75 | 2021 |
Resource abundance and economic growth in China R Fan, Y Fang, SY Park China Economic Review 23 (3), 704-719, 2012 | 75 | 2012 |
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 | 74 | 2016 |
Money demand in China and time-varying cointegration H Zuo, SY Park China Economic Review 22 (3), 330-343, 2011 | 61 | 2011 |
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 | 60 | 2017 |
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 | 59 | 2013 |
Testing for a unit root in a nonlinear quantile autoregression framework H Li, SY Park Econometric Reviews 37 (8), 867-892, 2018 | 44 | 2018 |
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 | 34 | 2014 |
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 | 30 | 2017 |
Interrelationships among Korean outbound tourism demand: Granger causality analysis JH Seo, SY Park, S Boo Tourism Economics 16 (3), 597-610, 2010 | 30 | 2010 |
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 | 29 | 2017 |
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 | 28 | 2016 |
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 | 28 | 2015 |