List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Non-stationary non-parametric volatility model Econometrics Journal | 2022-07-26 | Paper |
| A multiplicative error model with heterogeneous components for forecasting realized volatility Journal of Forecasting | 2018-10-12 | Paper |
| ARCH/GARCH with persistent covariate: asymptotic theory of MLE Journal of Econometrics | 2016-08-15 | Paper |
| Time series properties of ARCH processes with persistent covariates Journal of Econometrics | 2016-06-22 | Paper |
| The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series Journal of Econometrics | 2016-05-18 | Paper |
| The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series Journal of Econometrics | 2016-05-18 | Paper |
| GARCH with omitted persistent covariate Economics Letters | 2015-01-12 | Paper |
Research outcomes over time
This page was built for person: Heejoon Han
