Biography
학력
- ▶ SUNY at Stony Brook, Ph.D in Economics, 1986
▶ 연세대학교 대학원, 응용통계학과, 석사, 1978
▶ 연세대학교 상경대학, 응용통계학과, 학사, 1973
주요경력
- ▶ University of California San Diego, Visiting Scholar (1996)
▶ KAIST 우수강의상 (2007), KAIST 경영대학 우수강의상 (2006봄, 2006가을), KAIST 테크노경영대학원 우수강의상 (2003)
▶ 경영과학전공 주임교수 (1987)
▶ KAIST 조교수, 부교수, 정교수 (1986-)
▶ 현재 KAIST 금융전문대학원 교수
Publications & Research
주요논문 (특허등)
- ▶ "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.
연구분야
- ▶ 응용계량경제