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 1 2 11
Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective 1 1 1 26 2 7 15 53
Exponential GARCH-Ito Volatility Models 0 0 0 41 1 4 5 31
Large Global Volatility Matrix Analysis Based on Observation Structural Information 0 0 0 15 4 6 12 20
Large Volatility Matrix Analysis Using Global and National Factor Models 0 0 0 12 1 3 5 13
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector 0 0 0 8 1 3 5 10
Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data 0 0 1 12 1 4 11 37
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 4 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 5 6 8 37
Total Working Papers 1 1 2 196 17 39 72 260

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 3 4 10 16
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data 0 0 0 18 1 4 7 73
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data 0 0 0 24 3 4 6 61
Conditional quantile analysis for realized GARCH models 0 0 0 2 1 3 5 15
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 0 3 6 7 1 7 22 23
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction 0 0 0 23 3 7 13 85
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements 0 0 0 2 0 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 2 4 6 11
Next generation models for portfolio risk management: An approach using financial big data 0 0 0 5 0 2 4 20
Overnight GARCH-Itô Volatility Models 0 0 0 0 1 1 3 6
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model 0 0 1 8 1 3 6 38
Sparse PCA-based on high-dimensional Itô processes with measurement errors 0 0 0 28 1 3 4 92
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data 0 0 0 3 1 3 5 17
Statistical Inference for Unified Garch–Itô Models with High-Frequency Financial Data 0 0 0 6 1 2 4 27
Structured volatility matrix estimation for non-synchronized high-frequency financial data 0 0 0 3 2 4 10 50
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data 0 1 3 20 11 15 25 127
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 1 3 6
Volatility analysis with realized GARCH-Itô models 1 2 2 24 1 5 9 82
Volatility models for stylized facts of high‐frequency financial data 0 0 0 7 0 3 6 18
Total Journal Articles 1 6 14 193 33 78 162 884

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Statistics updated 2026-01-09