20122020
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Personal profile

Biography

Bonsoo Koo is a Senior Lecturer at the Department of Econometrics and Business Statistics at Monash University. Dr Koo received his PhD from the London School of Economics and Political Science. His research interests lie in a variety of economic modelling, estimation, inference and forecasting, particularly in the areas of Finance. He has a number of publications in the areas of Financial Econometrics, Finance, Econometric Theory and Superannuation. 

He has been awarded three Australian Research Council grants through its National Competitive Grants Programme and is currently working on "Forecasting under uncertainty", "Superannuation fit for the future", and "Modelling, estimation and forecasting of the yield curve dynamics". 

Research interests

Financial Econometrics, Econometric Theory, Finance, Superannuation

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Projects 2015 2020

Research Output 2012 2019

  • 6 Article
  • 1 Conference Paper

Regularized regression for hierarchical forecasting without unbiasedness conditions

Ben Taieb, S. & Koo, B., 2019, KDD 2019: Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining. Li, Y., Rosales, R., Terzi, E. & Karypis, G. (eds.). New York NY USA: Association for Computing Machinery (ACM), p. 1337-1347 11 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

39 Citations (Scopus)

A note on the validity of cross-validation for evaluating autoregressive time series prediction

Bergmeir, C., Hyndman, R. J. & Koo, B., 1 Apr 2018, In : Computational Statistics and Data Analysis. 120, p. 70-83 14 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Retirement planning in the light of changing demographics

Wang, H., Koo, B. & O'Hare, C., 2016, In : Economic Modelling. 52, p. 749 - 763 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Let's get lade: Robust estimation of semiparametric multiplicative volatility models

Koo, B. & Linton, O., 2015, In : Econometric Theory. 31, 4, p. 671-702 32 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Structural-break models under mis-specification: Implications for forecasting

Koo, B. & Seo, M. H., 2015, In : Journal of Econometrics. 188, 1, p. 166 - 181 16 p.

Research output: Contribution to journalArticleResearchpeer-review