Concepedia

Heejoon Han

HH

9

Publications

778

Citations

9

H-Index

2011

Active since

Affiliations

Sungkyunkwan University(Current)

National University of Singapore

Kyung Hee University

Heejoon Han is an author at Sungkyunkwan University specializing in business, economics, and volatility modeling.

Top concepts

BusinessFinanceEconomicsVolatility ModelingStatisticsEconometricsTime Series EconometricsEngineeringForecastingAsset Pricing

Publications per year

2011–2020

9

Publications

9

The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series

Heejoon Han, Oliver Linton, Tatsushi Oka et al. · Journal of Econometrics · 2016 · 504 citations · Full text

Forecasting Methodology, Economic Forecasting, Engineering +11

Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates

Heejoon Han, Dennis Kristensen · Journal of Business and Economic Statistics · 2014 · 89 citations · Full text

The tail behavior of safe haven currencies: A cross-quantilogram analysis

Dooyeon Cho, Heejoon Han · Journal of International Financial Markets Institutions and Money · 2020 · 55 citations

Safe Haven Currencies, Economics, Fintech +7

Effects of the US Stock Market Return and Volatility on the VKOSPI

Heejoon Han, Ali M. Kutan, Doojin Ryu · Economics · 2015 · 42 citations · Full text

Empirical Finance, Volatility Modeling, Volatility Index +17

World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s

Soondong Hong, Heejoon Han, Chang Sik Kim · Empirical Economics · 2019 · 21 citations

Social Inequality, Economics, Public Policy +12

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