Wonho Song

Short-term forecasting of Japanese tourist inflow to South Korea using Google trends data

Sangkon Park, Jungmin Lee, Wonho Song · Journal of Travel & Tourism Marketing · 2016 · 140 citations

Forecasting Methodology, Engineering, International Tourism +22

A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS

Aloïs Kneip, Robin C. Sickles, Wonho Song · Econometric Theory · 2012 · 110 citations · Full text

Engineering, Economic Fluctuation, Panel Data +18

Overseas market shocks and VKOSPI dynamics: A Markov-switching approach

Wonho Song, Doojin Ryu, Robert I. Webb · Finance research letters · 2015 · 50 citations

Economics, External Shock, International Finance +6

Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach

Wonho Song, Doojin Ryu, Robert I. Webb · Quantitative Finance · 2018 · 49 citations

Volatility Modeling, Volatility Index, Economic Fluctuation +16

Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies

Yoosoon Chang, Wonho Song · The Review of Economic Studies · 2009 · 44 citations

Engineering, Iv Approach, Panel Data +17