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 3 15 25
Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective 0 0 1 26 0 2 33 75
Exponential GARCH-Ito Volatility Models 0 0 0 41 0 1 12 39
Large Global Volatility Matrix Analysis Based on Observation Structural Information 0 0 0 15 0 0 14 26
Large Volatility Matrix Analysis Using Global and National Factor Models 0 0 0 12 0 0 6 15
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector 0 0 0 8 0 3 8 15
Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data 0 1 2 14 0 3 19 49
Overnight GARCH-It\^o Volatility Models 0 0 0 25 0 0 8 27
State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data 0 0 0 27 0 0 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 0 1 15 45
Total Working Papers 0 1 3 198 0 13 138 347

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 4 40
Adaptive robust large volatility matrix estimation based on high-frequency financial data 0 0 0 2 0 1 18 28
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data 0 0 0 18 0 1 17 85
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data 0 0 0 24 0 1 13 69
Conditional quantile analysis for realized GARCH models 0 0 1 3 0 2 8 20
Dynamic Realized Minimum Variance Portfolio Models 0 0 0 1 0 0 3 11
Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective 0 0 5 8 1 5 37 45
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction 0 0 0 23 0 1 14 92
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements 0 0 0 2 1 1 7 20
Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets 0 0 0 4 0 0 4 60
Large volatility matrix analysis using global and national factor models 0 0 0 0 1 1 11 17
Next generation models for portfolio risk management: An approach using financial big data 0 0 0 5 0 4 11 28
Overnight GARCH-Itô Volatility Models 0 1 1 1 0 2 10 15
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model 0 0 0 8 1 2 12 47
Sparse PCA-based on high-dimensional Itô processes with measurement errors 0 0 0 28 0 2 17 106
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data 0 0 0 3 0 1 14 28
Statistical Inference for Unified Garch–Itô Models with High-Frequency Financial Data 0 0 0 6 0 1 12 37
Structured volatility matrix estimation for non-synchronized high-frequency financial data 0 0 0 3 0 0 21 66
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data 0 1 2 21 2 6 33 143
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 9 12
Volatility analysis with realized GARCH-Itô models 0 0 2 24 0 1 15 92
Volatility models for stylized facts of high‐frequency financial data 0 0 0 7 1 5 22 36
Total Journal Articles 0 2 11 197 7 38 312 1,097

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Statistics updated 2026-08-07