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 0 17 0 8 9 19
Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective 0 1 1 26 2 17 30 68
Exponential GARCH-Ito Volatility Models 0 0 0 41 0 4 7 34
Large Global Volatility Matrix Analysis Based on Observation Structural Information 0 0 0 15 2 9 15 25
Large Volatility Matrix Analysis Using Global and National Factor Models 0 0 0 12 0 3 7 15
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector 0 0 0 8 1 2 5 11
Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data 0 1 2 13 0 8 18 44
Overnight GARCH-It\^o Volatility Models 0 0 0 25 0 3 8 24
State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data 0 0 0 27 0 2 4 27
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 10 12 42
Total Working Papers 0 2 3 197 5 66 115 309

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 1 1 37
Adaptive robust large volatility matrix estimation based on high-frequency financial data 0 0 1 2 4 14 19 27
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data 0 0 0 18 0 9 14 81
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data 0 0 0 24 0 7 9 65
Conditional quantile analysis for realized GARCH models 1 1 1 3 1 4 7 18
Dynamic Realized Minimum Variance Portfolio Models 0 0 1 1 0 1 5 10
Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective 0 0 5 7 5 11 31 33
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction 0 0 0 23 1 8 17 90
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements 0 0 0 2 2 4 6 19
Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets 0 0 0 4 0 3 6 60
Large volatility matrix analysis using global and national factor models 0 0 0 0 0 6 9 15
Next generation models for portfolio risk management: An approach using financial big data 0 0 0 5 0 1 4 21
Overnight GARCH-Itô Volatility Models 0 0 0 0 2 6 7 11
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model 0 0 0 8 2 6 10 43
Sparse PCA-based on high-dimensional Itô processes with measurement errors 0 0 0 28 2 7 9 98
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data 0 0 0 3 1 9 12 25
Statistical Inference for Unified Garch–Itô Models with High-Frequency Financial Data 0 0 0 6 3 8 9 34
Structured volatility matrix estimation for non-synchronized high-frequency financial data 0 0 0 3 1 12 19 60
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data 0 0 2 20 1 16 27 132
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 1 5 8 11
Volatility analysis with realized GARCH-Itô models 0 1 2 24 2 6 13 87
Volatility models for stylized facts of high‐frequency financial data 0 0 0 7 2 4 10 22
Total Journal Articles 1 2 12 194 30 148 252 999

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Statistics updated 2026-03-04