Yoon‐Jae Whang

2.3k total citations · 1 hit paper
46 papers, 1.4k citations indexed

About

Yoon‐Jae Whang is a scholar working on Statistics and Probability, Finance and Economics and Econometrics. According to data from OpenAlex, Yoon‐Jae Whang has authored 46 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Statistics and Probability, 18 papers in Finance and 18 papers in Economics and Econometrics. Recurrent topics in Yoon‐Jae Whang's work include Statistical Methods and Inference (18 papers), Financial Risk and Volatility Modeling (15 papers) and Monetary Policy and Economic Impact (8 papers). Yoon‐Jae Whang is often cited by papers focused on Statistical Methods and Inference (18 papers), Financial Risk and Volatility Modeling (15 papers) and Monetary Policy and Economic Impact (8 papers). Yoon‐Jae Whang collaborates with scholars based in South Korea, United Kingdom and United States. Yoon‐Jae Whang's co-authors include Oliver Linton, Heejoon Han, Tatsushi Oka, Donald W. K. Andrews, Kyungchul Song, Sokbae Lee, Oliver B. Linton, Younghyun Cho, Jinho Kim and Esfandiar Maasoumi and has published in prestigious journals such as Econometrica, Journal of Econometrics and The Review of Economic Studies.

In The Last Decade

Yoon‐Jae Whang

43 papers receiving 1.3k 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

Yoon‐Jae Whang

EE

FINAN

GEEF

SP

MSOR

Simone Manganelli Germany

Śılvia Gonçalves Canada

Yiu‐Kuen Tse Singapore

Matteo Barigozzi Italy

Juan Carlos Escanciano United States

Nikolaus Hautsch Austria

Hans‐Martin Krolzig United Kingdom

Michèle Lenza Germany

Christian T. Brownlees Spain

Katsumi Shimotsu Canada

Simone Manganelli Germany

Yoon‐Jae Whang

2.0k ×2.2

EE

2.3k ×4.3

FINAN

1.1k ×3.3

GEEF

224 ×0.7

SP

228 ×1.5

MSOR

Citations per year, relative to Yoon‐Jae Whang Yoon‐Jae Whang (= 1×) peers Simone Manganelli

Countries citing papers authored by Yoon‐Jae Whang

Since Specialization

Citations

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

Fields of papers citing papers by Yoon‐Jae Whang

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yoon‐Jae Whang. 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 Yoon‐Jae Whang. The network helps show where Yoon‐Jae Whang may publish in the future.

Co-authorship network of co-authors of Yoon‐Jae Whang

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Lee, Sokbae, Ryo Okui, & Yoon‐Jae Whang. (2017). Doubly robust uniform confidence band for the conditional average treatment effect function. Journal of Applied Econometrics. 32(7). 1207–1225. 31 indexed citations

2.

Lee, Ji Hyung, Oliver B. Linton, & Yoon‐Jae Whang. (2017). Quantilograms under Strong Dependence. SSRN Electronic Journal. 2 indexed citations

3.

Linton, Oliver, Thierry Post, & Yoon‐Jae Whang. (2013). Testing for the stochastic dominance efficiency of a given portfolio. Econometrics Journal. 17(2). S59–S74. 39 indexed citations

4.

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

5.

Kim, Yong-Kyu, et al.. (2012). An Empirical Analysis of the Demand for Fixed and Mobile Telecommunications Services. SSRN Electronic Journal. 19(4). 23–46. 1 indexed citations

6.

Whang, Yoon‐Jae, et al.. (2010). An Econometric Analysis of Competitive Effects of Eland-Carrefour Merger in 2006. 19(2). 75–104. 1 indexed citations

7.

Linton, Oliver, Kyungchul Song, & Yoon‐Jae Whang. (2009). An improved bootstrap test of stochastic dominance. Journal of Econometrics. 154(2). 186–202. 101 indexed citations

8.

Linton, Oliver, Kyungchul Song, & Yoon‐Jae Whang. (2008). Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 3 indexed citations

9.

Linton, Oliver & Yoon‐Jae Whang. (2007). The quantilogram: With an application to evaluating directional predictability. Journal of Econometrics. 141(1). 250–282. 144 indexed citations

10.

Cho, Younghyun, Oliver Linton, & Yoon‐Jae Whang. (2007). Are there Monday effects in stock returns: A stochastic dominance approach. Journal of Empirical Finance. 14(5). 736–755. 76 indexed citations

11.

Lee, Sokbae, Oliver B. Linton, & Yoon‐Jae Whang. (2006). Testing For Stochasticmonotonicity. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 2 indexed citations

12.

Post, Thierry, Oliver Linton, & Yoon‐Jae Whang. (2005). Testing for Stochastic Dominance Efficiency. ERIM report series research in management. 1 indexed citations

13.

Whang, Yoon‐Jae, et al.. (2005). Testing for Stochastic Dominance E¢ ciency. SSRN Electronic Journal. 4 indexed citations

14.

Linton, Oliver B., Esfandiar Maasoumi, & Yoon‐Jae Whang. (2005). Consistent Testing for Stochastic Dominance under General Sampling Schemes. The Review of Economic Studies. 72(3). 735–765. 64 indexed citations

15.

Park, Joon‐Young & Yoon‐Jae Whang. (2005). A Test of the Martingale Hypothesis. Studies in Nonlinear Dynamics and Econometrics. 9(2). 9 indexed citations

16.

Linton, Oliver B. & Yoon‐Jae Whang. (2003). A Quantilogram Approach to Evaluating Directional Predictability. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 3 indexed citations

17.

Linton, Oliver B., Esfandiar Maasoumi, & Yoon‐Jae Whang. (2002). Consistent Testing for Stochastic Dominance: A Subsampling Approach. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 3 indexed citations

18.

Whang, Yoon‐Jae. (2001). Consistent specification testing for conditional moment restrictions. Economics Letters. 71(3). 299–306. 21 indexed citations

19.

Whang, Yoon‐Jae. (1998). A test of normality using nonparametrlic residuals. Econometric Reviews. 17(3). 301–327. 1 indexed citations

20.

Whang, Yoon‐Jae & Donald W. K. Andrews. (1993). Tests of specification for parametric and semiparametric models. Journal of Econometrics. 57(1-3). 277–318. 66 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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