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Showing results 1 to 5 of 5

1
A Comparison of New Factor Models in the Korean Stock Market

Kang, Hankil; Kang, Jangkoo; Kim, Wooyeon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.48, no.5, pp.593 - 614, 2019-10

2
Adaptive robust large volatility matrix estimation based on high-frequency financial data

Shin, Minseok; Kim, Donggyu; Fan, Jianqing, JOURNAL OF ECONOMETRICS, v.237, no.1, 2023-11

3
Structured volatility matrix estimation for non-synchronized high-frequency financial data

Fan, Jianqing; Kim, Donggyu, JOURNAL OF ECONOMETRICS, v.209, no.1, pp.61 - 78, 2019-03

4
Unified discrete-time factor stochastic volatility and continuous-time Ito models for combining inference based on low-frequency and high-frequency

Kim, Donggyu; Song, Xinyu; Wang, Yazhen, JOURNAL OF MULTIVARIATE ANALYSIS, v.192, 2022-11

5
공매도 제한이 가격 발견과 주식 수익률의 분포적 특성에 미치는 영향 = The impact of short-sales constraints on the price discovery and the distributional characteristics of stock returnslink

정찬호; Jeong, Chan-Ho; et al, 한국과학기술원, 2013

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