Access Statistics for Donggyu Kim

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic Realized Minimum Variance Portfolio Models 0 0 1 17 0 0 3 10
Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective 0 0 2 25 0 0 3 38
Exponential GARCH-Ito Volatility Models 0 0 0 41 0 0 2 27
Large Global Volatility Matrix Analysis Based on Observation Structural Information 0 0 0 15 0 3 5 12
Large Volatility Matrix Analysis Using Global and National Factor Models 0 0 0 12 0 0 0 8
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector 0 0 3 8 0 1 4 7
Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data 1 1 3 12 2 3 8 29
Overnight GARCH-It\^o Volatility Models 0 0 0 25 1 1 1 17
State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data 0 0 0 27 0 0 2 23
Unified Discrete-Time Factor Stochastic Volatility and Continuous-Time Ito Models for Combining Inference Based on Low-Frequency and High-Frequency 0 0 0 13 0 0 1 30
Total Working Papers 1 1 9 195 3 8 29 201

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive linear step-up multiple testing procedure with the bias-reduced estimator 0 0 0 6 0 0 1 36
Adaptive robust large volatility matrix estimation based on high-frequency financial data 0 0 0 1 1 2 7 9
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data 0 0 1 18 0 0 3 67
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data 0 0 0 24 0 1 2 56
Conditional quantile analysis for realized GARCH models 0 0 0 2 0 0 2 11
Dynamic Realized Minimum Variance Portfolio Models 1 1 1 1 2 3 7 7
Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective 0 1 2 2 3 5 6 6
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction 0 0 1 23 2 2 7 75
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements 0 0 0 2 0 0 3 13
Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets 0 0 0 4 1 1 2 55
Large volatility matrix analysis using global and national factor models 0 0 0 0 0 0 3 6
Next generation models for portfolio risk management: An approach using financial big data 0 0 1 5 0 0 5 17
Overnight GARCH-Itô Volatility Models 0 0 0 0 0 0 3 4
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model 0 1 2 8 0 1 6 33
Sparse PCA-based on high-dimensional Itô processes with measurement errors 0 0 0 28 0 1 4 89
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data 0 0 0 3 0 1 3 14
Statistical Inference for Unified Garch–Itô Models with High-Frequency Financial Data 0 0 0 6 0 1 2 25
Structured volatility matrix estimation for non-synchronized high-frequency financial data 0 0 0 3 0 0 3 41
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data 0 1 2 18 1 3 6 106
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency 0 0 0 0 0 0 1 3
Volatility analysis with realized GARCH-Itô models 0 0 0 22 0 1 5 74
Volatility models for stylized facts of high‐frequency financial data 0 0 1 7 0 0 3 12
Total Journal Articles 1 4 11 183 10 22 84 759

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Statistics updated 2025-05-12