Sangyeol Lee

3.5k total citations
220 papers, 2.4k citations indexed

About

Sangyeol Lee is a scholar working on Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Sangyeol Lee has authored 220 papers receiving a total of 2.4k indexed citations (citations by other indexed papers that have themselves been cited), including 135 papers in Finance, 130 papers in Statistics and Probability and 53 papers in Economics and Econometrics. Recurrent topics in Sangyeol Lee's work include Financial Risk and Volatility Modeling (128 papers), Statistical Methods and Inference (84 papers) and Advanced Statistical Methods and Models (51 papers). Sangyeol Lee is often cited by papers focused on Financial Risk and Volatility Modeling (128 papers), Statistical Methods and Inference (84 papers) and Advanced Statistical Methods and Models (51 papers). Sangyeol Lee collaborates with scholars based in South Korea, Taiwan and United States. Sangyeol Lee's co-authors include Cathy W. S. Chen, Okyoung Na, Young‐Mi Lee, Jeongcheol Ha, Byungsoo Kim, Alex Karagrigoriou, Zuowei Shen, Wayne Lawton, Jungsik Noh and Masanobu Taniguchi and has published in prestigious journals such as SHILAP Revista de lepidopterología, PLoS ONE and Mathematics of Computation.

In The Last Decade

Sangyeol Lee

203 papers receiving 2.2k citations

Peers

Sangyeol Lee

FINAN

GEEF

SPU

Hira L. Koul United States

Jiti Gao Australia

Fabienne Comte France

Alexander Aue United States

Marie Hušková Czechia

Denis Bosq France

Liang Peng United States

Tailen Hsing United States

Liudas Giraitis United Kingdom

Efstathios Paparoditis Cyprus

Hira L. Koul United States

Sangyeol Lee

2.0k ×1.6

1.1k ×0.9

FINAN

444 ×0.7

280 ×0.7

GEEF

246 ×0.7

SPU

Citations per year, relative to Sangyeol Lee Sangyeol Lee (= 1×) peers Hira L. Koul

Countries citing papers authored by Sangyeol Lee

Since Specialization

Citations

This map shows the geographic impact of Sangyeol Lee'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 Sangyeol Lee with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sangyeol Lee more than expected).

Fields of papers citing papers by Sangyeol Lee

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sangyeol Lee. 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 Sangyeol Lee. The network helps show where Sangyeol Lee may publish in the future.

Co-authorship network of co-authors of Sangyeol Lee

This figure shows the co-authorship network connecting the top 25 collaborators of Sangyeol Lee. A scholar is included among the top collaborators of Sangyeol Lee 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 Sangyeol Lee. Sangyeol Lee is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Lee, Sangyeol, et al.. (2025). A Low-Jitter and Wide-Frequency-Range D-Band Frequency Synthesizer With a Subsampling PLL and a Harmonic-Boosting Frequency Multiplier. IEEE Journal of Solid-State Circuits. 60(5). 1632–1643. 1 indexed citations

Lee, Sangyeol, et al.. (2024). Maximum likelihood estimation of elliptical tail. Journal of Multivariate Analysis. 205. 105382–105382.

Lee, Sangyeol, et al.. (2024). Modeling and inferences for bivariate signed integer-valued autoregressive models. Journal of the Korean Statistical Society. 54(2). 411–441.

Lee, Hyeongjin, et al.. (2024). Optimal Design of a Variable-Pitch Axial Flow Fan by Applying Optimization Algorithm to Design, Through-Flow Analysis and CFD Simulation Methods. 363–369. 1 indexed citations

Lee, Sangyeol, et al.. (2024). Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models. Applied Stochastic Models in Business and Industry. 40(4). 1012–1038. 1 indexed citations

Lee, Sangyeol, et al.. (2021). Conditional quantile change test for time series based on support vector regression. Communications in Statistics - Simulation and Computation. 52(11). 5567–5584. 1 indexed citations

Lee, Sangyeol, et al.. (2021). Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression. Entropy. 23(4). 433–433. 2 indexed citations

Lee, Sangyeol, et al.. (2021). Exponential family QMLE-based CUSUM test for integer-valued time series. Communications in Statistics - Simulation and Computation. 52(5). 2022–2043. 10 indexed citations

Lee, Sangyeol. (2020). Location and scale-based CUSUM test with application to autoregressive models. Journal of Statistical Computation and Simulation. 90(13). 2309–2328. 17 indexed citations

10.

Lee, Sangyeol, et al.. (2019). Simulation of blended vision and monovision with multifocal intraocular lenses by image fusion. Investigative Ophthalmology & Visual Science. 60(9). 3682–3682. 1 indexed citations

11.

Lee, Sangyeol, et al.. (2010). Cusum of squares test for discretely observed sample from diusion processesy. Journal of the Korean Data and Information Science Society. 21(1). 179–183. 1 indexed citations

12.

Hwang, Changha, Jooyong Shim, Tae Yoon Kim, & Sangyeol Lee. (2009). Credibility estimation via kernel mixed effects model. Journal of the Korean Data and Information Science Society. 20(2). 445–452.

13.

Lee, Sangyeol, et al.. (2009). Robust estimation for order of hidden Markov models based on density power divergences. Journal of Statistical Computation and Simulation. 80(5). 503–512. 1 indexed citations

14.

Lee, Sangyeol, et al.. (2008). Jarque-Bera Normality Test for the Driving Levy Process of a Discretely Observed Univariate SDE. Kyushu University Institutional Repository (QIR) (Kyushu University). 9 indexed citations

15.

Lee, Sangyeol, et al.. (2007). Modelling KOSPI200 Data Based on GARCH(1,1) Parameter Change Test. Journal of the Korean Data and Information Science Society. 18(1). 11–16. 3 indexed citations

16.

Lee, Sangyeol, et al.. (2006). Test for Parameter Change in ARIMA Models. Communications in Statistics - Simulation and Computation. 35(2). 429–439. 8 indexed citations

17.

Lee, Sangyeol, et al.. (2003). Testing Heterogeneity for Frailty Distribution in Shared Frailty Model. Communication in Statistics- Theory and Methods. 32(11). 2245–2253. 5 indexed citations

18.

Kim, Youngjin & Sangyeol Lee. (2002). ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES. Communication in Statistics- Theory and Methods. 31(2). 299–309. 2 indexed citations

19.

Lee, Sangyeol, et al.. (2001). The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes. Scandinavian Journal of Statistics. 28(4). 625–644. 82 indexed citations

20.

Lee, Sangyeol, et al.. (2000). On the Cusum test for parameter changes in garch(1,1) Models. Communication in Statistics- Theory and Methods. 29(2). 445–462. 52 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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