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Photo of Dong Hwan Oh
  • Ph.D., Economics, Duke University, 2014
  • M.A., Economics, Duke University, 2009
  • M.A., Economics, Seoul National University, 2008
  • B.A., Economics, Seoul National University, 2003
  • Current Research Topics

  • Central Counterparties
  • Quantitative Finance
    • Economist

      Board of Governors of the Federal Reserve System

    • 2014 - present
  • Oh, Dong-Hwan, and Andrew J. Patton (2013). "Simulated Method of Moments Estimation for Copula-Based Multivariate Models," Journal of the American Statistical Association, vol. 108, no. 502, pp. 689-700.
  • conference

    August 2014

    Joint Statistical Meetings, Boston, Massachusetts

    Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads

  • conference

    December 2013

    Triangle Econometrics Conference, Durham, North Carolina

    Modelling High Dimension Distributions with High Frequency Data and Copulas

  • conference

    June 2012

    Econometric Society's North American Summer Meeting, Northwestern University

    Simulated Method of Moments Estimation for Copula-Based Multivariate Models

  • conference

    July 2011

    Econometric Society's Asian Summer Meeting, Seoul, Korea

    Modelling Dependence in High Dimensions with Factor Copulas


  • Econometrics Journal
  • Journal of Applied Econometrics
  • Journal of Banking and Finance
  • Journal of Econometrics
  • Journal of Empirical Finance
  • Journal of Financial Econometrics
  • Quantitative Finance

Professional Affiliation

  • American Economic Association
  • American Statistical Association
  • Econometric Society
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Last update: January 5, 2015