[경제학과 교수진 소개]
[교수님 연구실]
연구실 : 사회.경영 1관 10531호실
연락처 : 033-248-1820
이메일 : ywhan@hallym.ac.kr
[학력]
연세대학교 행정학사 (B.A. in Public Administration: 1987.2)
미시간주립대학교, 경제학석사 (M.A. in Economics: 1995.5)
미시간주립대학교, 경제학박사 (Ph.D. in Economics: 2001.5)
[주요경력]
2001.8 - 2004.6 조교수, 홍콩성시대학교
2004.9 - 현재 교수, 한림대학교 경제학과
[기타]
-주요연구분야
1. 금융경제학(Financial Economics)과 국제금융(International Finance) 분야
1) Empirical analysis of the movements of high frequency financial data
2) Studies of intraday impacts of public news and private information on financial markets
3) Models of time dependent risk premium, Exchange rate determination models
4)
Asset pricing models and issues on Central bank intervention and Currency crisis
2. 계량경제학 분야 (Applied Time Series Analysis)
1) Time series analysis of high frequency financial data
2) Models of heteroskedasticity and volatility
3) Analysis of long memory processes and fractional integration in both conditional mean process and conditional variance process
4) Models of jump diffusion process and long memory processes.