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subject:"Volatilität"
subject:"Yield curve"
~isPartOf:"Journal of econometrics"
~person:"Kim, Donggyu"
~subject:"Statistische Verteilung"
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Volatilität
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Kim, Donggyu
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Li, Yingying
5
Park, Joon Y.
5
Aït-Sahalia, Yacine
4
Francq, Christian
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Linton, Oliver
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Mykland, Per A.
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Koopman, Siem Jan
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Meddahi, Nour
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Varneskov, Rasmus Tangsgaard
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Wang, Yazhen
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White, Halbert
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Zhang, Lan
3
Zheng, Xinghua
3
Zhu, Ke
3
Amengual, Dante
2
Bandi, Federico M.
2
Chen, Dachuan
2
Clinet, Simon
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Dufour, Jean-Marie
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Fan, Jianqing
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Fiorentini, Gabriele
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Gallant, A. Ronald
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Gouriéroux, Christian
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Grynkiv, Iaryna
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Jasiak, Joann
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Journal of econometrics
Econometrics : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
KAIST College of Business Working Paper Series No
1
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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:
2
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:
3
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:
4
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:
5
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
Saved in:
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