English
Korean

Current Faculty

Current Faculty

Namwon Hyung

Research Area

Econometrics, Financial Economics, Extreme Value Theory

email
Email Address

nhyung@uos.ac.kr

phone
Phone Number

(+82) 2-6490-2062

location
Office

Mirae Hall, 1007

Education

  • Ph.D., Economics, University of California, San Diego, 1999.
  • M.A. in Economics, Seoul National University, 1990.
  • B.A. in Economics, Seoul National University, 1988.

Employment

  • 2024.03~currentDean, College of Public Affairs and Economics, University of Seoul
  • 2002.03~currentAssistant Professor/Associate Professor/Professor, School of Economics, University of Seoul.
  • 2000.02~2002.02Tinbergen Institute, Erasmus University Rotterdam, Postdoc

Selected Publications

  • Different demands for almost the same assets Demographic structure's different effect on direct and indirect equity purchase (with Seiwan Kim), International Review of Finance, 24, 2024, pp.104-127.
  • Simulating and calibrating diversification against black swans (with Casper de Vries), Journal of Economic Dynamics & Control, 36, 2012, pp.1162-1175.
  • Portfolio Selection with Heavy Tails (with Casper de Vries), Journal of Empirical Finance, 14, 2007, pp.383-400.
  • Introduction to M-M Processes (with Clive W.J. Granger), Journal of Econometrics, 130, 2006, pp.143-164.
  • Occasional Structural Breaks and Long Memory with an application to the S&P 500 absolute stock returns (with Clive W.J. Granger), Journal of Empirical Finance, 11, 2004, pp.399-421.