| The effects of asymmetric volatility and jumps on the pricing of VIX derivatives YH Park Journal of Econometrics 192 (1), 313-328, 2016 | 73 | 2016 |
| Volatility-of-volatility and tail risk hedging returns YH Park Journal of Financial Markets 26, 38-63, 2015 | 57 | 2015 |
| An empirical analysis of futures margin changes: Determinants and policy implications YH Park, N Abruzzo Journal of Financial Services Research 49, 65-100, 2016 | 52 | 2016 |
| Inferring term rates from SOFR futures prices E Heitfield, YH Park FEDS Working Paper, 2019 | 25 | 2019 |
| Beyond stochastic volatility and jumps in returns and volatility G Durham, YH Park Journal of Business & Economic Statistics 31 (1), 107-121, 2013 | 23 | 2013 |
| Volatility of volatility and tail risk premiums YH Park FEDS Working Paper, 2013 | 16 | 2013 |
| Variance disparity and market frictions YH Park Journal of Econometrics 214 (2), 326-348, 2020 | 11 | 2020 |
| Price dislocation and price discovery in the S&P 500 options and VIX derivatives markets YH Park Working Paper, 2015 | 9 | 2015 |
| GARCH option pricing with volatility derivatives DH Oh, YH Park Journal of Banking & Finance 146, 106718, 2023 | 8 | 2023 |
| The Roles of Short-Run and Long-Run Volatility Factors in Options Market: A Term Structure Perspective YH Park Available at SSRN 1783937, 2011 | 3 | 2011 |
| Spread position as a leading economic indicator YH Park Journal of Financial Markets 59, 100681, 2022 | 2 | 2022 |
| Information in Yield Spread Trades YH Park FEDS Working Paper, 2019 | 2 | 2019 |
| Two essays on options market YH Park University of Colorado at Boulder, 2011 | 1 | 2011 |
| Do Margins Contribute to Market Illiquidity? Evidence from the S&P 500 Futures YH Park Evidence from the S&P 500, 2024 | | 2024 |
| Informed trading in foreign exchange futures: Payroll news timing YH Park Journal of Banking & Finance 135, 106372, 2022 | | 2022 |
| Indicative Forward-Looking SOFR Term Rates E Heitfield, YH Park | | 2019 |
| Spread Trades, Business Cycles, and Asset Prices YH Park | | 2018 |
