Concepedia

Byeongseon Seo

BS

6

Publications

1.2K

Citations

6

H-Index

1998

Active since

Affiliations

Soongsil University(Current)

Byeongseon Seo is an author at Soongsil University specializing in business, statistics, and finance.

Top concepts

BusinessFinanceStatisticsEconometricsAsset PricingVolatility ModelingTime Series EconometricsEconomicsMacroeconomicsMonetary Policy

Publications per year

1998–2006

6

Publications

6

Testing for two-regime threshold cointegration in vector error-correction models

Bruce E. Hansen, Byeongseon Seo · Journal of Econometrics · 2002 · 840 citations

Volatility Modeling, Two-regime Threshold Cointegration, Exchange Rate Movement +4

TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS

Byeongseon Seo · Econometric Theory · 1998 · 150 citations

Econometric Model, Monetary Policy, Economics +15

Distribution theory for unit root tests with conditional heteroskedasticity

Byeongseon Seo · Journal of Econometrics · 1999 · 127 citations

Volatility Modeling, Asset Pricing, Business +3

Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity

Byeongseon Seo · Journal of Econometrics · 2006 · 50 citations

Econometric Model, Economics, Volatility Modeling +11

Nonlinear mean reversion in the term structure of interest rates

Byeongseon Seo · Journal of Economic Dynamics and Control · 2003 · 46 citations

Term Structure Model, Asset Pricing, Business +4

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