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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Kim, Donggyu"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Wirkungsanalyse
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Kim, Donggyu
Gao, Jiti
10
Nielsen, Morten Ørregaard
10
Phillips, Peter C. B.
10
Li, Jia
9
Linton, Oliver
9
Lütkepohl, Helmut
9
Taylor, Robert
9
Kapetanios, George
8
Zhu, Ke
8
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Omay, Tolga
7
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7
Francq, Christian
6
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6
Li, Yingying
6
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6
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Peng, Liang
6
Shang, Han Lin
6
Todorov, Viktor
6
Wang, Shouyang
6
Agiakloglou, Christos N.
5
Blasques, Francisco
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Cavaliere, Giuseppe
5
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Dong, Chaohua
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Hounyo, Ulrich
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Sbrana, Giacomo
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Su, Liangjun
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Sucarrat, Genaro
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
2
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
3
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
4
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
5
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
6
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
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