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Curriculum
Vitae
Contact Information:
Department
of Economics
107 Gardner Hall, CB 3305
University of North Carolina
Chapel Hill, NC 27599-3305
Phone: (919) 357-6590
Fax: (919) 919-966-4986 Email: sinko@email.unc.edu
Focus of Work
Empirical asset pricing
Portfolio choice
Financial econometrics
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Education:
Ph.D. in
Economics, University of North Carolina at Chapel Hill (April 2007)
M.S. in Physics, National University of Kyiv-Mohyla
Academy, Ukraine, July 1998
Forthcoming
Papers:
MIDAS
Regressions: Further
Results and New Directions
(with Eric Ghysels and Rossen Valkanov). Forthcoming in
Econometric Reviews
Comment of Hansen and Lunde (with Eric Ghysels). Journal of Business & Economic
Statistics, Vol. 24(2) April 2006
Working
Papers:
The Cross
Section of Firm Stock Returns and Economic Announcements: A Bird's Eye
View (with Eric Ghysels
and Rossen Valkanov)
Estimation of Large Covariance Matrices for Risk Management Purpose
Volatility Prediction and
Microstructure Noise (with Eric Ghysels) revise and resubmit, Journal of
Econometrics
On Predictability of Market Microstructure Noise Variance
Power Variation, Volatility Prediction and Microstructure Noise (with
Eric Ghysels)
Code:
MIDAS code
Presentations
Southern
Economic Association, Charleston, South Carolina Nov. 18, 2006
Volatility Prediction and Microstructure Noise
Asset Pricing Seminar, UNC Oct. 12, 2006
On Predictability of Market Microstructure Noise Variance
Econometric
Graduate Seminar, SAMSI May. 22, 2006
Volatility Prediction and Microstructure Noise
Volatility
Prediction and Microstructure Noise. Conference
on Realized Volatility Poster Session, Montreal, April 22-23, 2006
Estimation
of Large Covariance Matrices for Risk Management Purpose. FSME
Poster Session, SAMSI, September 18, 2005
Estimation
of Large Covariance Matrices for Risk Management Purpose. Asset Pricing
Seminar, UNC, October 24, 2004
Teaching
Experience
Graduate
Econometrics II (Econ
272)
Spring 01
Graduate
Econometrics (Time
Series)
Fall 02,03
Graduate
Econometrics III (Econ
273)
Fall 04
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