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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Kim, Donggyu"
~person:"Roubaud, David"
~person:"Wang, Yazhen"
~subject:"Kapitaleinkommen"
~subject:"Produktivität"
~subject:"Volatility"
~subject:"Volatilität"
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Kapitaleinkommen
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Kim, Donggyu
Roubaud, David
Wang, Yazhen
Todorov, Viktor
14
Bollerslev, Tim
10
Tauchen, George Eugene
7
Gupta, Rangan
6
Yang, Chih-Hai
6
Andersen, Torben
5
Bouri, Elie
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Bohl, Martin T.
4
Francq, Christian
4
McAleer, Michael
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Diewert, Walter E.
3
Engle, Robert F.
3
Fan, Jianqing
3
Ghysels, Eric
3
Jensen, Gerald R.
3
Koop, Gary
3
Lu, Yi
3
Malik, Farooq
3
Patton, Andrew J.
3
Sharma, Chandan
3
Sickles, Robin C.
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Siklos, Pierre L.
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Steel, Mark F. J.
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Taylor, Robert
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Xu, Zhaoyuan
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Yashiro, Naomitsu
3
Yu, Linhui
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Zhang, Yan
3
Zhou, Hao
3
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2
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2
Asai, Manabu
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China economic review : an international journal
Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
3
International review of financial analysis
3
Energy economics
2
KAIST College of Business Working Paper Series No
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Econometric theory
1
Econometrics : open access journal
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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KAIST College of Business Working Paper Series
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Review of quantitative finance and accounting
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1
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
2
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
3
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:
4
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:
5
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
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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
Saved in:
7
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:
8
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?
Wen, Xiaoqian
;
Bouri, Elie
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 23-30
Persistent link: https://www.econbiz.de/10012034498
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