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

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2015 2019

Research Output 2012 2016

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: Research - peer-reviewArticle

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: Research - peer-reviewArticle

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: Research - peer-reviewArticle

Competition, premature trading and excess volatility

Deb, P., Koo, B. & Liu, Z. 2014 In : Journal of Banking and Finance. 41, p. 178 - 193 16 p.

Research output: Research - peer-reviewArticle

Estimation of semiparametric locally stationary diffusion models

Koo, B. & Linton, O. 2012 In : Journal of Econometrics. 170, 1, p. 210 - 233 24 p.

Research output: Research - peer-reviewArticle