오민석(Oh, Min Seog) Ph.D. : KAIST (2025) B.A. : KAIST (2020) 연구 분야 : Financial econometrics, High frequency econometrics, Machine learning 연구실 : GN-721 교내전화 : 705-8702 Email : minseogoh@sogang.ac.kr Webpage 대표 연구 [1] Kim, D., Oh, M., and Shin, M. (2026+) High-Dimensional Time-Varying Coefficient Estimation in Diffusion Models. To appear in Econometric Reviews. [2] Oh, M., Kim, D., and Wang, Y. (2024+) Robust Realized Integrated Beta Estimator with Application to Dynamic Analysis of Integrated Beta. To appear in Journal of Econometrics. [3] Kim, D. and Oh, M. (2024) Dynamic Realized Minimum Variance Portfolio Models. Journal of Business & Economic Statistics, 42, 1238-1249. [4] Kim, D., Oh, M., Song, X., and Wang, Y. (2024) Factor Overnight GARCH-Ito Models. Journal of Financial Econometrics, 22, 1209-1235. [5] Oh, M. and Kim, D. (2024). Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective. Journal of Financial Econometrics, 22, 954-1005. [6] Kim, D., Oh, M., and Wang, Y. (2022). Conditional Quantile Analysis for Realized GARCH Models. Journal of Time Series Analysis, 43, 640-665.
