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 3 12 22
Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective 0 0 1 26 1 7 35 73
Exponential GARCH-Ito Volatility Models 0 0 0 41 2 4 11 38
Large Global Volatility Matrix Analysis Based on Observation Structural Information 0 0 0 15 0 3 14 26
Large Volatility Matrix Analysis Using Global and National Factor Models 0 0 0 12 0 0 7 15
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector 0 0 0 8 0 2 5 12
Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data 0 0 1 13 1 2 17 46
Overnight GARCH-It\^o Volatility Models 0 0 0 25 1 3 10 27
State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data 0 0 0 27 3 4 8 31
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 2 2 14 44
Total Working Papers 0 0 2 197 11 30 133 334

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 3 3 4 40
Adaptive robust large volatility matrix estimation based on high-frequency financial data 0 0 1 2 0 4 18 27
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data 0 0 0 18 2 3 17 84
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data 0 0 0 24 2 3 12 68
Conditional quantile analysis for realized GARCH models 0 1 1 3 0 1 7 18
Dynamic Realized Minimum Variance Portfolio Models 0 0 0 1 1 1 4 11
Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective 0 1 6 8 5 12 34 40
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction 0 0 0 23 1 2 16 91
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements 0 0 0 2 0 2 6 19
Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets 0 0 0 4 0 0 5 60
Large volatility matrix analysis using global and national factor models 0 0 0 0 0 1 10 16
Next generation models for portfolio risk management: An approach using financial big data 0 0 0 5 2 3 7 24
Overnight GARCH-Itô Volatility Models 0 0 0 0 2 4 9 13
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model 0 0 0 8 1 4 12 45
Sparse PCA-based on high-dimensional Itô processes with measurement errors 0 0 0 28 6 8 15 104
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data 0 0 0 3 1 3 13 27
Statistical Inference for Unified Garch–Itô Models with High-Frequency Financial Data 0 0 0 6 2 5 11 36
Structured volatility matrix estimation for non-synchronized high-frequency financial data 0 0 0 3 2 7 25 66
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data 0 0 2 20 3 6 31 137
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 8 11
Volatility analysis with realized GARCH-Itô models 0 0 2 24 2 6 17 91
Volatility models for stylized facts of high‐frequency financial data 0 0 0 7 6 11 19 31
Total Journal Articles 0 2 12 195 41 90 300 1,059

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Statistics updated 2026-05-06