Seok Young Hong

Contact: sy.hong [at]
Office: C31 Business School South, Jubilee Campus

I am an Assistant Professor in Finance at the University of Nottingham.

Prior to joining Nottingham in late 2018, I was at Cambridge University studying for
Mathematical Tripos Part III and then PhD in Pure Mathematics and Mathematical Statistics.
Before that I read mathematics and statistics at Imperial College London.

My research interests lie broadly in the fields of econometrics and financial economics. I work primarily on developing time series methodologies for applications in economics and finance. My doctoral advisor was Professor Oliver Linton.


Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (with Oliver Linton).
Journal of Econometrics forthcoming, (2019). [Paper Link]
—–*Awarded the Smith/Rayleigh-Knight Prize on an earlier version

An Investigation into Multivariate Variance Ratio Statistics and Their Application to Stock
Market Predictability (with Hui Jun Zhang and Oliver Linton).
Journal of Financial Econometrics 15, (2017). [Paper Link]

Estimating the Quadratic Covariation Matrix for Asynchronously observed high frequency
stock returns corrupted by Additive Measurement Error (with Sujin Park and Oliver Linton).
Journal of Econometrics 191, (2016). [Paper Link]

Small Deviations in L2-norm for Gaussian Dependent Sequences (with Mikhail Lifshits and
Alexander Nazarov).
Electronic Communications in Probability 21, (2016). [Paper Link]


In academic year 2018/2019, I give tutorials on Corporate Finance (MSc/UG) and
Risk, Information & Insurance (UG). All teaching materials are uploaded on Moodle.