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Sung Y. Park

Personal Details

First Name:Sung Y.
Middle Name:
Last Name:Park
Suffix:
RePEc Short-ID:ppa1014
http://www.sungpark.net

Affiliation

Economics
Chung-Ang University

Seoul, South Korea
http://www.cau.ac.kr/02_univ/university/economy/economy_index.php
RePEc:edi:eccaukr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. Chong, Terence Tai Leung & Ding, Haoyuan & Park, Sung Y, 2014. "Nonlinear Dependence between Stock and Real Estate Markets in China," MPRA Paper 57774, University Library of Munich, Germany.
  2. Ying Fang & Sung Y. Park & Jinfeng Zhang, 2013. "A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  3. Rui Fan & Ying Fang & Sung Y. Park, 2013. "Resource Abundance and Economic Growth in China," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  4. Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
  5. Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2009. "Quantile autoregressive distributed lag model with an application to house price returns," Working Papers 09/04, Department of Economics, City University London.

Articles

  1. Myeong Jun Kim & Sung Y. Park, 2019. "Do gender and age impact the time‐varying Okun's law? Evidence from South Korea," Pacific Economic Review, Wiley Blackwell, vol. 24(5), pages 672-685, December.
  2. Sung Y. Park & Anil K. Bera, 2018. "Information theoretic approaches to income density estimation with an application to the U.S. income data," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(4), pages 461-486, December.
  3. Haiqi Li & Ying Liu & Sung Y. Park, 2018. "Time‐Varying Investor Herding in Chinese Stock Markets," International Review of Finance, International Review of Finance Ltd., vol. 18(4), pages 717-726, December.
  4. Song, Wonho & Park, Sung Y. & Ryu, Doojin, 2018. "Dynamic conditional relationships between developed and emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 534-543.
  5. Li, Haiqi & Fan, Rui & Park, Sung Y., 2018. "Generalized empirical likelihood specification test robust to local misspecification," Economics Letters, Elsevier, vol. 171(C), pages 149-153.
  6. Haiqi Li & Sung Y. Park, 2018. "Testing for a unit root in a nonlinear quantile autoregression framework," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 867-892, September.
  7. Park, Sung Y. & Ryu, Doojin & Song, Jeongseok, 2017. "The dynamic conditional relationship between stock market returns and implied volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 638-648.
  8. Joo, Young C. & Park, Sung Y., 2017. "Oil prices and stock markets: Does the effect of uncertainty change over time?," Energy Economics, Elsevier, vol. 61(C), pages 42-51.
  9. Ma, Wei & Li, Haiqi & Park, Sung Y., 2017. "Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 211-222.
  10. Haiqi Li & Yu Guo & Sung Y. Park, 2017. "Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test," International Review of Finance, International Review of Finance Ltd., vol. 17(4), pages 617-626, December.
  11. Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
  12. Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y., 2016. "Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 79-101, January.
  13. Kim, Myeong Jun & Park, Sung Y., 2016. "Optimal conditional hedge ratio: A simple shrinkage estimation approach," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 139-156.
  14. Li, Haiqi & Kim, Myeong Jun & Park, Sung Y., 2016. "Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 217-225.
  15. Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y., 2016. "Crude oil and stock markets: Causal relationships in tails?," Energy Economics, Elsevier, vol. 59(C), pages 58-69.
  16. Rui Fan & Haiqi Li & Sung Y. Park, 2016. "Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(10), pages 968-991, October.
  17. Sung Y. Park & Sang Hyuck Kim, 2016. "Determinants of systematic risk in the US Restaurant industry," Tourism Economics, , vol. 22(3), pages 621-628, June.
  18. Li, Haiqi & Kim, Hyung-Gun & Park, Sung Y., 2015. "The role of financial speculation in the energy future markets: A new time-varying coefficient approach," Economic Modelling, Elsevier, vol. 51(C), pages 112-122.
  19. Myeong Jun Kim & Sung Y. Park & Sang Young Jei, 2015. "An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries," Applied Economics Letters, Taylor & Francis Journals, vol. 22(10), pages 788-795, July.
  20. Hyung-Gun Kim & Kwong-Chin Hung & Sung Park, 2015. "Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 50(2), pages 270-287, February.
  21. Ding, Haoyuan & Chong, Terence Tai-leung & Park, Sung Y., 2014. "Nonlinear dependence between stock and real estate markets in China," Economics Letters, Elsevier, vol. 124(3), pages 526-529.
  22. Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y., 2014. "Do net positions in the futures market cause spot prices of crude oil?," Economic Modelling, Elsevier, vol. 41(C), pages 177-190.
  23. Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014. "A simple spatial dependence test robust to local and distributional misspecifications," Economics Letters, Elsevier, vol. 124(2), pages 203-206.
  24. Ko, Stanley I.M. & Park, Sung Y., 2013. "Multivariate density forecast evaluation: A modified approach," International Journal of Forecasting, Elsevier, vol. 29(3), pages 431-441.
  25. Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park, 2013. "Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 307-321, April.
  26. Fan, Rui & Fang, Ying & Park, Sung Y., 2012. "Resource abundance and economic growth in China," China Economic Review, Elsevier, vol. 23(3), pages 704-719.
  27. Zuo, Haomiao & Park, Sung Y., 2011. "Money demand in China and time-varying cointegration," China Economic Review, Elsevier, vol. 22(3), pages 330-343, September.
  28. Haiqi Li & Sung Yong Park & Joo Hwan Seo, 2011. "Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model," Tourism Economics, , vol. 17(5), pages 997-1015, October.
  29. Sung Yong Park & Sang Young Jei, 2010. "Determinants of volatility on international tourism demand for South Korea: an empirical note," Applied Economics Letters, Taylor & Francis Journals, vol. 17(3), pages 217-223, February.
  30. Park, Sung Y. & Zhao, Guochang, 2010. "An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach," Energy Economics, Elsevier, vol. 32(1), pages 110-120, January.
  31. Sung Yong Park & Sang Young Jei, 2010. "Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(1), pages 71-99, January.
  32. Joo Hwan Seo & Sung Yong Park & Soyoung Boo, 2010. "Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis," Tourism Economics, , vol. 16(3), pages 597-610, September.
  33. Park, Sung Y. & Bera, Anil K., 2009. "Maximum entropy autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, vol. 150(2), pages 219-230, June.
  34. Anil Bera & Sung Park, 2008. "Optimal Portfolio Diversification Using the Maximum Entropy Principle," Econometric Reviews, Taylor & Francis Journals, vol. 27(4-6), pages 484-512.

Editorship

  1. Journal of Economic Development, Chung-Ang Unviersity, Department of Economics.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-TRA: Transition Economics (2) 2014-05-09 2014-08-09
  2. NEP-URE: Urban & Real Estate Economics (2) 2014-05-09 2014-08-09
  3. NEP-CNA: China (1) 2014-08-09
  4. NEP-ECM: Econometrics (1) 2014-05-09
  5. NEP-ENE: Energy Economics (1) 2014-05-09
  6. NEP-GEO: Economic Geography (1) 2014-05-09

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