Taejun Kim

Contact

• workRoom B52 Sir Clive Granger Building
  University Park
  Nottingham
  NG7 2RD
  UK
• lextk13@nottingham.ac.uk

Biography

1st year PhD student

Expertise Summary

Interested in structural break and heteroskedasticity issues in the univariate time series

Teaching Summary

ECON 2005 Applied Econometrics 1

ECON 2006 Applied Econometrics 2

Research Summary

Estimating crash regime change points under time-varying volatility.