Dr Seungmoon Choi

Telephone	+61 8 8303 3346
Position	Lecturer
Email	seungmoon.choi@adelaide.edu.au
Fax	+61 8 8223 1460
Building	Napier
Floor/Room	1 23
Campus	North Terrace
Org Unit	Economics, School of

To link to this page, please use the following URL:
http://www.adelaide.edu.au/directory/seungmoon.choi

Biography/ Background

I joined the School of Economics after completing my Ph.D. in Economics at the University of Wisconsin-Madison in US in July 2005. Before moving to US, I did my B.S. in Mathematics at Yonsei University and M.A. in Economics at Seoul National University in Korea.

Teaching Interests

Statistics, Econometrics, Financial Economics

Research Interests

Econometrics, Financial Econometrics, Financial Economics

"Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate"

"Closed-Form Likelihood Expansions for Time-Inhomogeneous Multivariate Diffusions"

"MLE of Diffusion Model with Nonlinear Drift and CEV Volatility Functions for Short-Term Interest Rates"

Entry last updated: Friday, 1 Feb 2008

The information in this directory is provided to support the academic, administrative and business activities of the University of Adelaide. To facilitate these activities, entries in the University Phone Directory are not limited to University employees. The use of information provided here for any other purpose, including the sending of unsolicited commercial material via email or any other electronic format, is strictly prohibited. The University reserves the right to recover all costs incurred in the event of breach of this policy.