So Jin, Lee

I am So Jin Lee, a Ph.D. candidate at the University of Mannheim.

My research agenda is to study statistical or mathematical modeling of dynamic interactions between micro-level and system-wide dimensions, facilitating straightforward real-world applications. I primarily study econometric theory and its applications in finance and macroeconomics, with a particular focus on systemic risk analysis, structural instability, high-dimensional statistics, factor models, and network analysis.