Research interests
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CV: PDF
Papers:
· Realized Volatility in the Futures Markets (with Dimitrios Thomakos). PDF forthcoming: Journal
of Empirical Finance
· Modeling Daily Realized Futures Volatility using
Singular Spectrum Analysis. (with Dimitrios
Thomakos and Luc Wille) PDF Physica A, September 2002
· Famine in
· Rigorous Speculation: The Collapse
and Revival of the North Korean Economy (with Marcus Noland and Sherman
Robinson), World Development, October
2000
· Modeling Korean Unification (with Marcus Noland and
Sherman Robinson). Journal of Comparative
Economics, April 2000