Jongbyung Jun, Associate Professor

Jongbyung Jun, PhD

Associate Professor
Department of Economics

Phone: 617.994.4257
Fax: 617.994.4216
Email: jjun@suffolk.edu

Office: 73 Tremont St., Rm. 1016 

Education

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

Research Interests

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

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.)

Employment

Suffolk University
Assistant Professor, Department of Economics
(September 2004-present)

Central Michigan University
Instructor, Department of Economics
(January 2004-May 2004)

The Export-Import Bank of Korea
Staff and Assistant Manager
(1989-1998)

Courses Taught

EC 800 - Quantitative Foundations of Advanced Economic Analysis
EC 855 - Advanced Time Series Applications