Heejoon Han

Available identifiers

zbMath Open han.heejoonMaRDI QIDQ284326

List of research outcomes

Publication	Date of Publication	Type
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates	2025-01-20	Paper
Non‐stationary non‐parametric volatility model	2022-07-26	Paper
A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility	2018-10-12	Paper
ARCH/GARCH with persistent covariate: asymptotic theory of MLE	2016-08-15	Paper
Time series properties of ARCH processes with persistent covariates	2016-06-22	Paper
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series	2016-05-18	Paper
GARCH with omitted persistent covariate	2015-01-12	Paper

Research outcomes over time

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