Heejoon Han

861 total citations · 1 hit paper
17 papers, 631 citations indexed

About

Heejoon Han is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Heejoon Han has authored 17 papers receiving a total of 631 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 14 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Heejoon Han's work include Financial Risk and Volatility Modeling (14 papers), Market Dynamics and Volatility (13 papers) and Monetary Policy and Economic Impact (8 papers). Heejoon Han is often cited by papers focused on Financial Risk and Volatility Modeling (14 papers), Market Dynamics and Volatility (13 papers) and Monetary Policy and Economic Impact (8 papers). Heejoon Han collaborates with scholars based in South Korea, Singapore and United States. Heejoon Han's 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 Joon Young Park and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Econometrics and Journal of Business and Economic Statistics.

In The Last Decade

Heejoon Han

17 papers receiving 611 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series

2016 400 citations Heejoon Han, Oliver Linton et al. Journal of Econometrics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Heejoon Han South Korea	8	552	301	193	91	62	17	631
Theo Berger Germany	13	739 1.3×	302 1.0×	277 1.4×	111 1.2×	79 1.3×	27	825
Valérie Mignon France	12	722 1.3×	236 0.8×	457 2.4×	218 2.4×	31 0.5×	29	851
Juha-Pekka Junttila Finland	15	744 1.3×	311 1.0×	252 1.3×	119 1.3×	140 2.3×	53	901
José Arreola Hernández France	18	940 1.7×	312 1.0×	229 1.2×	205 2.3×	115 1.9×	40	1.0k
Yoshihiko Nishiyama Japan	8	312 0.6×	113 0.4×	93 0.5×	76 0.8×	27 0.4×	16	364
Jan Jakub Szczygielski South Africa	12	427 0.8×	212 0.7×	50 0.3×	40 0.4×	58 0.9×	37	536
George Milunovich Australia	14	566 1.0×	273 0.9×	132 0.7×	70 0.8×	67 1.1×	52	677
Bumjean Sohn South Korea	6	797 1.4×	588 2.0×	325 1.7×	109 1.2×	27 0.4×	8	932
Valerio Potì Ireland	12	636 1.2×	407 1.4×	183 0.9×	61 0.7×	97 1.6×	64	780
Malay Bhattacharyya India	9	303 0.5×	169 0.6×	109 0.6×	32 0.4×	14 0.2×	16	381

Countries citing papers authored by Heejoon Han

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Heejoon Han

This figure shows the co-authorship network connecting the top 25 collaborators of Heejoon Han. A scholar is included among the top collaborators of Heejoon Han based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Heejoon Han. Heejoon Han is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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17 of 17 papers shown

Han, Heejoon, et al.. (2022). Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics. Journal of Financial Econometrics. 22(1). 1–29. 2 indexed citations

Cho, Dooyeon & Heejoon Han. (2020). The tail behavior of safe haven currencies: A cross-quantilogram analysis. Journal of International Financial Markets Institutions and Money. 70. 101257–101257. 48 indexed citations

Han, Heejoon, et al.. (2019). Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics. SSRN Electronic Journal. 4 indexed citations

Han, Heejoon, et al.. (2019). World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s. Empirical Economics. 59(2). 765–798. 8 indexed citations

Cho, Dooyeon, et al.. (2018). Carry trades and endogenous regime switches in exchange rate volatility. Journal of International Financial Markets Institutions and Money. 58. 255–268. 18 indexed citations

Han, Heejoon, et al.. (2016). Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea. SHILAP Revista de lepidopterología. 20(4). 519–544. 5 indexed citations

Han, Heejoon, Oliver Linton, Tatsushi Oka, & Yoon‐Jae Whang. (2016). The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series. Journal of Econometrics. 193(1). 251–270. 400 indexed citations breakdown →

Han, Heejoon, Ali M. Kutan, & Doojin Ryu. (2015). Modeling and predicting the market volatility index: The case of VKOSPI. SHILAP Revista de lepidopterología. 3 indexed citations

Han, Heejoon, Ali M. Kutan, & Doojin Ryu. (2015). Effects of the US Stock Market Return and Volatility on the VKOSPI. Economics. 9(1). 38 indexed citations

10.

Han, Heejoon, et al.. (2015). A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility. Journal of Forecasting. 34(3). 209–219. 3 indexed citations

11.

Han, Heejoon, et al.. (2014). Semiparametric ARCH-X Model for Leverage Effect and Long Memory in Stock Return Volatility. 25(3). 81–100. 1 indexed citations

12.

Han, Heejoon & Joon Young Park. (2014). GARCH with omitted persistent covariate. Economics Letters. 124(2). 248–254. 5 indexed citations

13.

Han, Heejoon & Dennis Kristensen. (2014). Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates. Journal of Business and Economic Statistics. 32(3). 416–429. 63 indexed citations

14.

Han, Heejoon, et al.. (2013). Comparison of Realized Measure and Implied Volatility in Forecasting Volatility. Journal of Forecasting. 32(6). 522–533. 14 indexed citations

15.

Han, Heejoon, Oliver B. Linton, Tatsushi Oka, & Yoon‐Jae Whang. (2013). The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series. SSRN Electronic Journal. 2 indexed citations

16.

Han, Heejoon & Shen Zhang. (2012). Non‐stationary non‐parametric volatility model. Econometrics Journal. 15(2). 204–225. 4 indexed citations

17.

Han, Heejoon & Joon‐Young Park. (2011). ARCH/GARCH with persistent covariate: Asymptotic theory of MLE. Journal of Econometrics. 167(1). 95–112. 13 indexed citations

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.

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