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Showing results 1 to 6 of 6

1
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

2
Arbitrage Portfolios

Kim, Soohun; Korajczyk, Robert A; Neuhierl, Andreas, REVIEW OF FINANCIAL STUDIES, v.34, no.6, pp.2813 - 2856, 2021-06

3
Improving liquidity in emission trading schemes

Kim, Jihun; Park, Kwangwoo, JOURNAL OF FUTURES MARKETS, v.41, no.9, pp.1397 - 1411, 2021-09

4
Large volatility matrix analysis using global and national factor models

Choi, Sung Hoon; Kim, Donggyu, JOURNAL OF ECONOMETRICS, v.235, no.2, pp.1917 - 1933, 2023-08

5
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model

Fan, Jianqing; Kim, Donggyu, JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, v.113, no.523, pp.1268 - 1283, 2018-11

6
Strategic decompositions of normal form games: Zero-sum games and potential games

Hwang, Sung-Ha; Rey-Bellet, Luc, GAMES AND ECONOMIC BEHAVIOR, v.122, pp.370 - 390, 2020-07

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