Sung Y Park
Biographic Data
| ID | 6681698 |
|---|---|
| NAME | Sung Y Park |
| GIVEN NAMES | Sung Y |
| FAMILY NAME | Park |
| SIGNATURE | PARK S Y |
| AFFILIATIONS | Chung-Ang University |
| ORCID | 0000-0001-9149-7603 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2018 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Quantile causal relationship between Bitcoin and stock indices
This study employs a Granger non-causality test in quantiles to analyze the causal relationship between Bitcoin and representative stock indices. We further bifurcate our analysis into pre- and post-COVID-19 periods, providing a unique perspective on hedge evaluation in different market conditions. The empirical findings reveal several key insights. First, a traditional causal test conducted over the entire period, which only considers causality …
On time and frequency-varying Okun’s coefficient
Information theoretic approaches to income density estimation with an application to the U.S. income data
No prominent works on this page.
Information theoretic approaches to income density estimation with an application to the U.S. income data
On time and frequency-varying Okun’s coefficient
Quantile causal relationship between Bitcoin and stock indices
This study employs a Granger non-causality test in quantiles to analyze the causal relationship between Bitcoin and representative stock indices. We further bifurcate our analysis into pre- and post-COVID-19 periods, providing a unique perspective on hedge evaluation in different market conditions. The empirical findings reveal several key insights. First, a traditional causal test conducted over the entire period, which only considers causality …
Econometrics (3 works) · Economics (3 works) · Computer Science (2 works) · Mathematics (2 works) · Statistics (2 works) · Blockchain Technology Applications and Security (1 work) · Business (1 work) · Class (philosophy (1 work) · Complex Systems and Time Series Analysis (1 work) · Comprehensive income (1 work)