Advanced Search
MyIDEAS: Login

Heejoon Han

Contents:

This is information that was supplied by Heejoon Han in registering through RePEc. If you are Heejoon Han , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Heejoon
Middle Name:
Last Name: Han
Suffix:

RePEc Short-ID: pha400

Email:
Homepage: https://sites.google.com/site/heejoonecon/
Postal Address:
Phone: +82-2-961-2215

Affiliation

Department of Economics
Kyung Hee University
Location: Seoul, South Korea
Homepage: http://econ.khu.ac.kr/
Email:
Phone:
Fax:
Postal: 1 Hoegidong, Dongdaemunku, Seoul 130-701
Handle: RePEc:edi:dekhukr (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Korean Economists

Works

as in new window

Working papers

  1. Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang, 2014. "The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series," CeMMAP working papers CWP06/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Heejoon Han & Dennis Kristensen, 2012. "Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates," CREATES Research Papers 2012-25, School of Economics and Management, University of Aarhus.
  3. Han, Heejoon & Park, Joon Y., 2006. "Time series properties of ARCH processes with persistent covariates," MPRA Paper 5199, University Library of Munich, Germany.

Articles

  1. Heejoon Han & Myung D. Park, 2013. "Comparison of Realized Measure and Implied Volatility in Forecasting Volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 522-533, 09.
  2. Heejoon Han & Shen Zhang, 2012. "Non‐stationary non‐parametric volatility model," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 204-225, 06.
  3. Han, Heejoon & Park, Joon Y., 2012. "ARCH/GARCH with persistent covariate: Asymptotic theory of MLE," Journal of Econometrics, Elsevier, vol. 167(1), pages 95-112.
  4. Han, Heejoon & Park, Joon Y., 2008. "Time series properties of ARCH processes with persistent covariates," Journal of Econometrics, Elsevier, vol. 146(2), pages 275-292, October.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2012-05-29 2014-03-30. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2012-05-29 2013-06-09 2014-03-30. Author is listed
  3. NEP-ORE: Operations Research (1) 2012-05-29. Author is listed
  4. NEP-RMG: Risk Management (1) 2014-03-30. Author is listed
  5. NEP-SEA: South East Asia (1) 2012-05-29. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Heejoon Han should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.