Joon Park co-authored "Does Ambiguity Matter? Estimating Asset Pricing Models with a Multiple-Priors Recursive Utility," published in the Journal of Financial Economics, 115, (2015), 361-382. Another co-authored paper entitled Testing for a Unit Root against Transitional Autoregressive Models is forthcoming in International Economic Review. Professor Park was invited to visit Toulouse School of Economics where he presented Understanding Regressions with Observations Collected at High Frequency over Long Span. He also presented this research at Banco de Portugal and Universidade Nova de Lisboa.