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 1 1 3 11
Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective 0 0 1 25 3 5 14 51
Exponential GARCH-Ito Volatility Models 0 0 0 41 2 3 5 30
Large Global Volatility Matrix Analysis Based on Observation Structural Information 0 0 0 15 0 2 9 16
Large Volatility Matrix Analysis Using Global and National Factor Models 0 0 0 12 2 2 4 12
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector 0 0 0 8 2 2 4 9
Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data 0 0 1 12 3 3 11 36
Overnight GARCH-It\^o Volatility Models 0 0 0 25 0 1 5 21
State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data 0 0 0 27 2 2 3 25
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 1 3 32
Total Working Papers 0 0 2 195 15 22 61 243

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 0 36
Adaptive robust large volatility matrix estimation based on high-frequency financial data 0 0 1 2 1 3 7 13
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data 0 0 1 18 3 4 7 72
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data 0 0 0 24 0 1 3 58
Conditional quantile analysis for realized GARCH models 0 0 0 2 2 2 4 14
Dynamic Realized Minimum Variance Portfolio Models 0 0 1 1 0 0 8 9
Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective 1 3 7 7 1 10 22 22
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction 0 0 0 23 2 4 11 82
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements 0 0 0 2 2 2 3 15
Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets 0 0 0 4 0 1 3 57
Large volatility matrix analysis using global and national factor models 0 0 0 0 1 3 4 9
Next generation models for portfolio risk management: An approach using financial big data 0 0 0 5 1 2 4 20
Overnight GARCH-Itô Volatility Models 0 0 0 0 0 0 3 5
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model 0 0 1 8 2 2 6 37
Sparse PCA-based on high-dimensional Itô processes with measurement errors 0 0 0 28 1 2 4 91
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data 0 0 0 3 2 2 4 16
Statistical Inference for Unified Garch–Itô Models with High-Frequency Financial Data 0 0 0 6 0 1 3 26
Structured volatility matrix estimation for non-synchronized high-frequency financial data 0 0 0 3 2 3 8 48
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data 1 1 3 20 4 4 14 116
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 1 3 6
Volatility analysis with realized GARCH-Itô models 1 1 1 23 3 4 9 81
Volatility models for stylized facts of high‐frequency financial data 0 0 0 7 2 4 6 18
Total Journal Articles 3 5 15 192 30 55 136 851

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06