The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series von Han, Heejoon, Linton, Oliver, Oka, Tatsushi, Whang, Yoon-Jae

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The tail behavior of safe haven currencies: A cross-quantilogram analysis von Cho, Dooyeon, Han, Heejoon

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Effects of the US stock market return and volatility on the VKOSPI von Han, Heejoon, Kutan, Ali M, Ryu, Doojin

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Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates von Han, Heejoon, Kristensen, Dennis

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Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea von Han, Heejoon, Lee, Na Kyeong

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Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics von Han, Heejoon, Jung, Whayoung, Lee, Ji Hyung

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Asymptotic Properties of GARCH-X Processes von Han, H.

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Carry trades and endogenous regime switches in exchange rate volatility von Cho, Dooyeon, Han, Heejoon, Lee, Na Kyeong

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Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea von Han, Heejoon, Lee, Na Kyeong

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World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s von Hong, Soondong, Han, Heejoon, Kim, Chang Sik

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Non-stationary non-parametric volatility model von Han, Heejoon, Zhang, Shen

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ARCH/GARCH with persistent covariate: Asymptotic theory of MLE von Han, Heejoon, Park, Joon Y.

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GARCH with omitted persistent covariate von Han, Heejoon, Park, Joon Y.

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Comparison of Realized Measure and Implied Volatility in Forecasting Volatility von Han, Heejoon, Park, Myung D.

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A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility von Han, Heejoon, Park, Myung D., Zhang, Shen

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Nonstationary nonparametric volatility model: Nonstationary nonparametric volatility model von Han, Heejoon, Zhang, Shen

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Time series properties of ARCH processes with persistent covariates von Han, Heejoon, Park, Joon Y.

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Effects of the US Stock Market Return and Volatility on the VKOSPI von Han, Heejoon, Kutan, Ali M, Ryu, Doojin

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Modeling and Predicting the Market Volatility Index: The Case of VKOSPI von Heejoon Han, Ali M. Kutan, Doojin Ryu

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Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm von 김병연, 한희준

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