| The University of Adelaide | Home | Faculties & Divisions | Search |
![]() |
![]() |
| Faculties & Divisions | People A to Z | Media Expertise | Phonebook |
|
| Public browsing [Login] |
Dr Seungmoon Choi
To link to this page, please use the following URL: Biography/ BackgroundI 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 InterestsEconometrics, Financial Economics Research InterestsEconometrics, Financial Econometrics, Financial Economics Working Papers "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" "Box-Cox Transformation with Integrated Time Series" "Forcasting Electricity Spot Prices" Work in Progress "Closed-Form Likelihood Expansions for Time-Inhomogeneous Multivariate Jump Diffusions" "MLE of Time-Inhomogeneous Diffusions Models" "MLE of Time-Inhomogeneous Jump Diffusions Models" Publications
"Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate," (2009) Studies in Nonlinear Dynamics & Econometrics: Vol. 13 : Iss. 1, Article 4.
Entry last updated: Tuesday, 25 Aug 2009 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. |
|
Copyright © 2009 The University of Adelaide Last Modified 26/05/2009 M&SC CRICOS Provider Number 00123M |