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Research Areas / Degrees / Biography / LATEST ACHIEVEMENTS Selected Publications / Awards
Research Areas
  • Time series analysis
  • Financial econometrics
  • Inference for stochastic processes
  • Risk management
Degrees
  • University of Maryland, Department of Mathematics Ph.D. Aug 1991 Seoul National University, Dept.of
      Computer Science & Statistics B.S. Feb 1986
Biography
  • PERSONAL
      Birthdate: November 16, 1963
      Birthplace: Seoul, Korea
      Citizenship: Republic of Korea
  • EXPERIENCE
      Professor at Department of Statistics, Seoul National University (2006-present)
      Associate Professor at Department of Statistics, Seoul National University (2001-2006)
      Assistant Professor at Department of Statistics, Seoul National University (1997-2001)
      Assistant Professor at Department of Statistics, Sookmyung Women's University (1994-1997)
      Insturctor at Department of Statistics and Computer Science, Seoul National University (Jun 1993-Feb 1994)
      Visiting Faculty at University of Maryland, Department of Mathematics (Nov 1992-May 1993)
      Visiting Assistant Professor at Academia Sinica, Taipei, Taiwan (Oct 1991- Oct 1992)
LATEST ACHIEVEMENTS
  • Associate Editor of Sequential Analysis (2003-present)
  • Associate Editor of Annals of Institute of Statistical Mathematics (2006-present)
  • Associate Editor of Asia and Paci-c Markets (2006-present)
  • Associate Editor of Journal of Statistical Methodology (2006-present)
  • Associate Editor of Journal of Japan Statistical Society (2006-present)
  • Associate Editor of Journal of Korean Statistical Society (2006-present)
  • Associate Editor of Korean Communications in Statistics (2001-2005)
  • Member of Korean Statistical Society

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