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Hyojin Han

Personal Details

First Name:Hyojin
Middle Name:
Last Name:Han
Suffix:
RePEc Short-ID:pha1602
[This author has chosen not to make the email address public]

Affiliation

College of Economics and Finance
Hanyang University

Seoul, South Korea
http://econ.hanyang.ac.kr/
RePEc:edi:cehaykr (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Hyojin Han & Kanghyock Koh, 2024. "Stock market returns and health risk," Applied Economics Letters, Taylor & Francis Journals, vol. 31(16), pages 1584-1589, September.
  2. Koh, Kanghyock & Han, Hyojin, 2023. "Stock market risk and suicide," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
  3. Han, Hyojin & Khrapov, Stanislav & Renault, Eric, 2020. "The leverage effect puzzle revisited: Identification in discrete time," Journal of Econometrics, Elsevier, vol. 217(2), pages 230-258.
  4. Hyojin Han & Eric Renault, 2020. "Identification strength with a large number of moments," Econometric Reviews, Taylor & Francis Journals, vol. 39(7), pages 691-714, August.
  5. Han, Hyojin, 2020. "On the identification of models with conditional characteristic functions," Economics Letters, Elsevier, vol. 186(C).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Han, Hyojin & Khrapov, Stanislav & Renault, Eric, 2020. "The leverage effect puzzle revisited: Identification in discrete time," Journal of Econometrics, Elsevier, vol. 217(2), pages 230-258.

    Cited by:

    1. Jin Yu Fu & Jin Guan Lin & Guangying Liu & Hong Xia Hao, 2024. "Statistical inference for GQARCH‐Itô‐jumps model based on the realized range volatility," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(4), pages 613-638, July.
    2. Cheng, Xu & Renault, Eric & Sangrey, Paul, 2025. "Identifying the volatility risk price through the leverage effect," Journal of Econometrics, Elsevier, vol. 248(C).
    3. Han, Hyojin, 2020. "On the identification of models with conditional characteristic functions," Economics Letters, Elsevier, vol. 186(C).

  2. Hyojin Han & Eric Renault, 2020. "Identification strength with a large number of moments," Econometric Reviews, Taylor & Francis Journals, vol. 39(7), pages 691-714, August.

    Cited by:

    1. Siddik, Abu Bakkar & Forid, Md. Shak & Yong, Li & Du, Anna Min & Goodell, John W., 2025. "Artificial intelligence as a catalyst for sustainable tourism growth and economic cycles," Technological Forecasting and Social Change, Elsevier, vol. 210(C).
    2. Dakyung Seong, 2025. "Binary Response Model With Many Weak Instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(2), pages 214-230, March.
    3. Antoine, Bertille & Renault, Eric, 2024. "GMM with Nearly-Weak Identification," Econometrics and Statistics, Elsevier, vol. 30(C), pages 36-59.
    4. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.

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