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 North Korea: Causes and Cures (with Marcus Noland and Sherman Robinson) Economic Development and Cultural Changes, July, 2001

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