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Quantile elasticity of international tourism demand for South Korea using the quantile autoregressive distributed lag model
Li, Haiqi; Park, Sung Y.; Seo, Joo Hwan - In: Tourism economics : the business and finance of tourism … 17 (2011) 5, pp. 997-1015
Persistent link: https://www.econbiz.de/10009373170
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The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
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Estimation and hedging effectiveness of time-varying hedge ratio : nonparametric approaches
Fan, Rui; Li, Haiqi; Park, Sung Y. - In: The journal of futures markets 36 (2016) 10, pp. 968-991
Persistent link: https://www.econbiz.de/10011568846
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Nonlinear relationship between crude oil price and net futures positions : a dynamic conditional distribution approach
Li, Haiqi; Kim, Myeong Jun; Park, Sung Y. - In: International review of financial analysis 44 (2016), pp. 217-225
Persistent link: https://www.econbiz.de/10011624000
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Generalized cross-spectral test for nonlinear Granger causality with applications to money-output and price-volume relations
Li, Haiqi; Zhong, Wanling; Park, Sung Y. - In: Economic modelling 52 (2016), pp. 661-671
Persistent link: https://www.econbiz.de/10011642960
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Generalized empirical likelihood specification test robust to local misspecification
Li, Haiqi; Fan, Rui; Park, Sung Y. - In: Economics letters 171 (2018), pp. 149-153
Persistent link: https://www.econbiz.de/10012021836
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Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi; Park, Sung Y. - In: Econometric reviews 37 (2018) 6/10, pp. 867-892
Persistent link: https://www.econbiz.de/10012040418
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Empirical conditional quantile test for purchasing power parity : evidence from East Asian countries
Ma, Wei; Li, Haiqi; Park, Sung Y. - In: International review of economics & finance : IREF 49 (2017), pp. 211-222
Persistent link: https://www.econbiz.de/10011748424
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Estimation and test for quantile nonlinear cointegrating regression
Li, Haiqi; Zheng, Chaowen; Guo, Yu - In: Economics letters 148 (2016), pp. 27-32
Persistent link: https://www.econbiz.de/10011619779
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Interrelationships among Korean outbound tourism demand : Granger causality analysis
Seo, Joo Hwan; Park, Sung Y.; Boo, Soyoung - In: Tourism economics : the business and finance of tourism … 16 (2010) 3, pp. 597-610
Persistent link: https://www.econbiz.de/10008655817