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, I was at Cambridge University where I studied Mathematical Tripos Part III and later received a PhD in Pure Mathematics and Mathematical Statistics in 2018.
My doctoral advisor was Professor Oliver Linton. My CV can be found here.

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.


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 2019/20, I will be teaching ‘Topics in Advanced Econometrics II’ (PhD) and ‘Research Methods for Risk Management’ (MSc). All teaching materials will be uploaded on Moodle.