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Jongbyung Jun, PhD

Associate Professor, Economics

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Education

  • PhD, Michigan State University
  • BA, Seoul National University

Research Interests

  • Foreign Exchange Rate Determination
  • Applied Time Series Econometrics
  • International Trade and Finance

Employment History

  • September 2004-present
    Suffolk University
    Assistant Professor, Department of Economics
  • January 2004-May 2004
    Central Michigan University
    Instructor, Department of Economics
  • 1989-1998
    The Export-Import Bank of Korea
    Staff and Assistant Manager

Publications

  • “Time-Varying Higher-Order Conditional Moments and Forecasting Intraday VaR and Expected Shortfall”, The Quarterly Review of Economics and Finance, Vol. 50, Issue 3, 2010, pp. 264-272. (With A. Tolga Ergün.)
  • “Conditional Skewness, Kurtosis, and Density Specification Testing: Moment-Based versus Nonparametric Test”, Studies in Nonlinear Dynamics & Econometrics, Vol. 14, Issue 3, 2010, Article 5. (With A. Tolga Ergün.)
  • “A More Accurate Benchmark for Daily Electricity Demand Forecasts”, Management Research Review, forthcoming (Vol. 34, Issue 6, 2011). (With A. Tolga Ergün.)
  • “Digital Piracy and Firms’ Strategic Interactions: The Effects of Public Copy Protection and DRM Similarity”, Information Economics and Policy, forthcoming (Accepted for publication in Sep., 2010). (With Pilsik Choi and Sang Hoo Bae.)
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Courses Taught

  • EC-101 - Applied Microeconomics
  • EC-H101 - Honors Applied Microeconomics
  • EC-432 - Managerial Economics
  • EC-451 - Economic Forecasting
  • EC-999 - Econ PhD Continuation
  • STATS-250 - Applied Statistics
  • STATS-H250 - Honors Applied Statistics