Nottingham University Business School
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Dr Seok Young Hong

PhD (Unviersity of Cambridge)
Assistant Professor in Finance

Division: Finance, Risk and Banking
E-mail: SY.Hong@nottingham.ac.uk
Tel: +44 (0) 115 9515093
Location: C31 (South Building, Jubilee Campus)

Prior to joining Nottingham as an Assistant Professor in Finance in 2018, Seok Young completed a PhD in Pure Mathematics and Mathematical Statistics as well as Mathematical Tripos Part III at Cambridge University.

Seok Young's primary research field is financial econometrics. He has published in Journal of Econometrics, Journal of Financial Econometrics, and Electronic Communications in Probability. Also, he has served as a referee for several academic journals including Econometric Theory, Journal of Econometrics, Computational Statistics and Data Analysis, and Journal of Time Series Analysis.

Further deails can be found in his personal webpage (https://sy-hong.net).

Current Research Activities
Seok Young's research interests lie in the field of financial econometrics. He is particularly interested in time series aspects of the subject. The topics he works on include asset returns predictability, volatility modelling/measurement, the econometrics of high frequency data, and intertemporal risk-return relation.
 

Publications from 2005 to the present day

Journal Articles

Hong, S. Y.; Linton, O. B. (2018), "Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff", Journal of Econometrics, forthcoming 2018.

Hong, S. Y.; Linton, O. B.; Zhang, H. J. (2017), "An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability", Journal of Financial Econometrics, Vol.15(2), pp.173-222.

Hong, S. Y.; Lifshits, M.; Nazarov, A. (2016), "Small deviations in L2-norm for Gaussian dependent sequences", Electronic Communications in Probability, Vol.21(41), pp.1-9.

Park, S.; Hong, S. Y.; Linton, O. B. (2016), "Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error", Journal of Econometrics, Vol.191(2), pp.325-347.

 

 

Nottingham University Business School

Jubilee Campus
Nottingham
NG8 1BB

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667
email: business-enquiries@nottingham.ac.uk