Heejoon Han

Finance · 2013–2015

A researcher in the Science corpus: 3 papers; trusts 29 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Heejoon Han trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Joon Y. Park
  3. Eric Hillebrand
  4. Thomas Mikosch
  5. N. Shephard
  6. Clive W. J. Granger
  7. Anders Rahbek
  8. P. R. Hansen
  9. Xuezheng Bai
  10. Eugene F. Fama

Who trusts Heejoon Han overall

  1. Christian Francq
  2. L. Pham
  3. Le Quyen Thieu
  4. Oliver B. Linton
  5. Stefan Birr
  6. Tatsushi Oka
  7. Tobias Kley
  8. Stanislav Volgushev
  9. Yoon-Jae Whang

Papers from Heejoon Han's perspective

Ordered by how strongly the researchers Heejoon Han trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Long Memory and Regime Switching
  3. Martingale Limit Theory and Its Application
  4. New frontiers for arch models
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. What good is a volatility model?
  7. The Behavior of Stock-Market Prices
  8. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
  9. MODELING AND FORECASTING REALIZED VOLATILITY
  10. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Their papers