Heejoon Han
Impact in
- General Energy top 2%
- Finance top 2%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
Papers in
- Finance 14
- Financial Risk and Volatility Modeling 12
- Financial Markets and Investment Strategies 2
- Stochastic processes and financial applications 2
- Global Financial Crisis and Policies 1
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- Monetary Policy and Economic Impact 7
- Co-authors
- Oliver B. Linton (1 shared paper)Tatsushi Oka (1 shared paper)Yoon‐Jae Whang (1 shared paper)Dennis Kristensen (1 shared paper)Dooyeon Cho (2 shared papers)Doojin Ryu (1 shared paper)Ali M. Kutan (1 shared paper)Joon‐Young Park (1 shared paper)
- Journals
- Journal of Econometrics (3 papers)Journal of Forecasting (2 papers)Journal of International Financial Markets Institutions and Money (2 papers)Econometrics Journal (1 paper)Journal of Financial Econometrics (1 paper)
- Partner nations
- South KoreaSingaporeUnited States
In The Last Decade
Heejoon Han
15 papers receiving 646 citations
Heejoon Han's Hit Papers
Peers
Comparison fields: 5 of 48
- General Energy 52
- Finance 305
- General Economics, Econometrics and Finance 185
- Economics and Econometrics 561
- Renewable Energy, Sustainability and the Environment 95
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 | 427 |
| 2 | 2014 | 67 | |
| 3 | 2020 | 52 | |
| 4 | 2015 | 37 | |
| 5 | 2018 | 18 | |
| 6 | 2013 | 14 | |
| 7 | 2011 | 13 | |
| 8 | 2019 | 9 | |
| 9 | 2016 | 5 | |
| 10 | 2012 | 5 | |
| 11 | 2014 | 4 | |
| 12 | 2015 | 3 | |
| 13 | 2022 | 2 | |
| 14 | Semiparametric ARCH-X Model for Leverage Effect and Long Memory in Stock Return Volatility | 2014 | 1 |
| 15 | 2006 | 1 |
About Heejoon Han
Heejoon Han is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Global and Planetary Change and Sociology and Political Science, having authored 15 papers that have together received 658 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (12 papers), Market Dynamics and Volatility (12 papers), Monetary Policy and Economic Impact (7 papers), Complex Systems and Time Series Analysis (4 papers), Financial Markets and Investment Strategies (2 papers), Stochastic processes and financial applications (2 papers), Economic theories and models (1 paper) and Global Financial Crisis and Policies (1 paper). The work is most often cited by research in General Energy (52 citations), Finance (305 citations), General Economics, Econometrics and Finance (185 citations), Economics and Econometrics (561 citations) and Renewable Energy, Sustainability and the Environment (95 citations). Heejoon Han has collaborated with scholars based in South Korea, Singapore and United States. Frequent co-authors include Oliver B. Linton, Tatsushi Oka, Yoon‐Jae Whang, Dennis Kristensen, Dooyeon Cho, Doojin Ryu, Ali M. Kutan, Joon‐Young Park, Shen Zhang and Chang Sik Kim. Their work appears in journals such as Journal of Econometrics, Journal of Forecasting, Journal of International Financial Markets Institutions and Money, Econometrics Journal and Journal of Financial Econometrics.
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.