Heejoon Han

Identifiers

• name variant Heejoon Han 0.60 · backfill

Papers (2)

1. Quantile Dependence between Stock Markets and its Application in Volatility Forecasting q-fin.ST · 2016 · author #1
2. The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series math.ST · 2014 · author #1

Mentions

• 1402.1937 #1 · backfill · confidence 0.70 Heejoon Han

Frequent Coauthors

• Oliver Linton 1 shared papers
• Tatsushi Oka 1 shared papers
• Yoon-Jae Whang 1 shared papers