Contact Info

• Personal Homepage
• Email: sungpark@illinois.edu

Visting Assistant Professor of Economics

Home Institution

Xiamen University

Research Interests

Econometrics, Applied Econometrics, Financial Econometrics, Empirical Finance

PhD

Economics, University of Illinois, 2007

Selected Publications

• ''Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Flexible Bivariate GARCH Approaches'' (with Sang Y. Jei), Forthcoming in Journal of Futures Markets.
• "Maximum Entropy Autoregressive Conditional Heteroskedasticity Model" (with Anil Bera), 2009, Journal of Econometrics, 150, 219-130.
• "Optimal Portfolio Diversification Using Maximum Entropy Principle" (with Anil Bera), 2008, Econometric Reviews, 27, 484-512.