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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~person:"Kim, Donggyu"
~subject:"Estimation"
~subject:"Purchasing power parity"
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Purchasing power parity
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Kim, Donggyu
Todorov, Viktor
14
Bollerslev, Tim
9
Phillips, Peter C. B.
9
Tauchen, George Eugene
9
Linton, Oliver
8
Su, Liangjun
8
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7
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5
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4
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4
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4
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4
Cheung, Yin-Wong
4
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Francq, Christian
4
Gouriéroux, Christian
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Hall, Stephen G.
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4
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4
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Park, Joon Y.
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Sasaki, Yuya
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Shin, Yongcheol
4
Tavlas, George S.
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Wang, Wendun
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Journal of econometrics
Journal of international money and finance
Econometrics : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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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