Concepedia

Young Wook Han

YW

Statistics

Publications

7

Citations

238

H-Index

7

Active since

2002

Affiliations

Michigan State University(Current)

City University of Hong Kong

Young Wook Han is an author at Michigan State University specializing in economics, long-memory processes, and long memory models.

Publications per year

2002–2007

7

Publications

7

Long memory models for daily and high frequency commodity futures returns

Richard T. Baillie, Young Wook Han, Robert J. Myers et al. · Journal of Futures Markets · 2007 · 92 citations

, , +17

Further Long Memory Properties of Inflationary Shocks

Richard T. Baillie, Young Wook Han, Tae-Go Kwon · Southern Economic Journal · 2002 · 70 citations

, , +14

Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates

Richard T. Baillie, Aydin A. Cecen, Cahit Erkal et al. · Journal of International Financial Markets Institutions and Money · 2004 · 21 citations

, , +14

Intraday effects of macroeconomic shocks on the US Dollar–Euro exchange rates

Young Wook Han · Japan and the World Economy · 2007 · 15 citations

, , +13

Further Long Memory Properties of Inflationary Shocks

Richard T. Baillie, Young Wook Han, Tae‐Go Kwon · Southern Economic Journal · 2002 · 15 citations

, , +14

1–5 of 7