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Kasing
Man Professor Department of Economics and Decision Sciences College of Business and Technology Western Illinois University Macomb, IL 61455 Phone: 309-298-1636
Fax: 309-298-1020 |
Education
M.B.A.
(finance), Ph.D. (statistics/finance), Booth School of Business,
University of Chicago;
B.B.A.
(marketing/statistics), M.Phil. (statistics), Chinese University
of Hong Kong.
Research Activities
Time
series methods, forecasting and applications. Current research includes
long memory time series, time aggregation of non-linear process, multiple
hypotheses testing and model selection, and empirical analysis of high
frequency financial data.
Recent publications