Heejoon Han
Impact in
- General Energy top 2%
- Finance top 2%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
Papers in
- Finance 16
- Financial Risk and Volatility Modeling 14
- Financial Markets and Investment Strategies 3
- Stochastic processes and financial applications 2
- Global Financial Crisis and Policies 1
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- Market Dynamics and Volatility 13
- Complex Systems and Time Series Analysis 4
- Co-authors
- Yoon‐Jae Whang (2 shared papers)Tatsushi Oka (2 shared papers)Oliver Linton (1 shared paper)Dennis Kristensen (1 shared paper)Dooyeon Cho (2 shared papers)Ali M. Kutan (2 shared papers)Doojin Ryu (2 shared papers)Joon‐Young Park (1 shared paper)
- Journals
- Journal of International Financial Markets Institutions and Money (2 papers)Journal of Econometrics (2 papers)Journal of Forecasting (2 papers)Journal of Financial Econometrics (1 paper)Empirical Economics (1 paper)
- Partner nations
- South KoreaSingaporeUnited States
In The Last Decade
Heejoon Han
17 papers receiving 611 citations
Heejoon Han's Hit Papers
Peers
Comparison fields: 5 of 47
- General Energy 51
- Finance 301
- General Economics, Econometrics and Finance 193
- Economics and Econometrics 552
- Renewable Energy, Sustainability and the Environment 91
Countries citing papers authored by Heejoon Han
This map shows the geographic impact of Heejoon Han's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Heejoon Han with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Heejoon Han more than expected).
Fields of papers citing papers by Heejoon Han
This network shows the impact of papers produced by Heejoon Han. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Heejoon Han. The network helps show where Heejoon Han may publish in the future.
Co-authors
The 13 scholars most cited alongside Heejoon Han, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series Hit paper breakdown → | 2016 | 400 |
| 2 | 2014 | 63 | |
| 3 | 2020 | 48 | |
| 4 | 2015 | 38 | |
| 5 | 2018 | 18 | |
| 6 | 2013 | 14 | |
| 7 | 2011 | 13 | |
| 8 | 2019 | 8 | |
| 9 | 2016 | 5 | |
| 10 | 2014 | 5 | |
| 11 | 2012 | 4 | |
| 12 | 2019 | 4 | |
| 13 | Modeling and predicting the market volatility index: The case of VKOSPI | 2015 | 3 |
| 14 | 2015 | 3 | |
| 15 | 2013 | 2 | |
| 16 | 2022 | 2 | |
| 17 | Semiparametric ARCH-X Model for Leverage Effect and Long Memory in Stock Return Volatility | 2014 | 1 |
About Heejoon Han
Heejoon Han is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Sociology and Political Science and Global and Planetary Change, having authored 17 papers that have together received 631 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (14 papers), Market Dynamics and Volatility (13 papers), Monetary Policy and Economic Impact (8 papers), Complex Systems and Time Series Analysis (4 papers), Financial Markets and Investment Strategies (3 papers), Stochastic processes and financial applications (2 papers), Global Financial Crisis and Policies (1 paper) and Statistical Methods and Inference (1 paper). The work is most often cited by research in General Energy (51 citations), Finance (301 citations), General Economics, Econometrics and Finance (193 citations), Economics and Econometrics (552 citations) and Renewable Energy, Sustainability and the Environment (91 citations). Heejoon Han has collaborated with scholars based in South Korea, Singapore and United States. Frequent co-authors include Yoon‐Jae Whang, Tatsushi Oka, Oliver Linton, Dennis Kristensen, Dooyeon Cho, Ali M. Kutan, Doojin Ryu, Joon‐Young Park, Shen Zhang and Chang Sik Kim. Their work appears in journals such as Journal of International Financial Markets Institutions and Money, Journal of Econometrics, Journal of Forecasting, Journal of Financial Econometrics and Empirical Economics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.