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Biography
Education
- ▶ Ph.D. in economics, SUNY at Stony Brook, 1986
▶ MA, Department of Applied Statistics, Yonsei University, 1978
▶ BA, Department of Applied Statistics, Yonsei University, 1973
Career
- ▶ Outstanding Teaching Award, KAIST (2007)
▶ Outstanding Teaching Award, College of Business, KAIST (Fall 2007)
▶ Outstanding Teaching Award, College of Business, KAIST (Spring 2007)
▶ Outstanding Teaching Award, Graduate School of Management, KAIST (Spring 2003)
▶ University of California San Diego, Visiting Scholar (1996)
▶ Department of Management Science, KAIST, Chairman (1986)
▶ College of Business, KAIST, professor, 1986 - currently
Publications & Research
Publications (patents, etc.)
- ▶ "Return-Volatility Relationship in High Frequency Data: Multiscale Horizon Dependency," with J. H. Lee and T.S. Kim, Studies in Nonlinear Dynamics & Econometrics, Vol.15, 2011.
▶ "Bankruptcy Prediction Using a Discrete-time Duration Model Incorporating Temporal and Macroeconomic Dependencies," with C.W. Nam, T.S. Kim, and N.J. Park, Journal of Forecasting, Vol.27, 2008, pp. 493-506.
▶ "Precautionary Motive for Saving and Medical Expenses under Health Uncertainty: Evidence from Korea," with M.K. Kong and J.Y. Lee, Economics Letters, Vol.100, No.1, 2008, pp.76-79.
Research Areas
- ▶ Applied Econometrics
