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Dr Seok Young Hong

Senior Lecturer in Finance

  1. 2020
  2. Published

    Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff

    Hong, S. Y. & Linton, O., 1/12/2020, In : Journal of Econometrics. 219, 2, p. 389-424 36 p.

    Research output: Contribution to journalJournal article

  3. 2017
  4. Published

    An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability

    Hong, S. Y., Linton, O. & Zhang, H. J., 21/03/2017, In : Journal of Financial Econometrics. 15, 2, p. 173-222 50 p.

    Research output: Contribution to journalJournal article

  5. 2016
  6. Published

    Small Deviations in L2-norm for Gaussian Dependent Sequences

    Hong, S. Y., Lifshits, M. & Nazarov, A., 1/06/2016, In : Electronic Communications in Probability. 21, 41, p. 1-9 9 p.

    Research output: Contribution to journalJournal article

  7. 2015
  8. Published

    Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error

    Park, S., Hong, S. Y. & Linton, O., 23/12/2015, In : Journal of Econometrics. 191, 2, p. 325-347

    Research output: Contribution to journalJournal article

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