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~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~person:"Kim, Donggyu"
~subject:"Electricity price"
~subject:"Estimation"
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Electricity price
Estimation
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Kim, Donggyu
Todorov, Viktor
9
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6
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3
Li, Jia
3
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3
Asai, Manabu
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Applied economics letters
Energy economics
Journal of econometrics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
Econometrics : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
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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