Browse "School of Management Engineering(경영공학부)" byAuthorKim, Donggyu

Showing results 1 to 16 of 16

1
Adaptive linear step-up multiple testing procedure with the bias-reduced estimator

Kim, Donggyuresearcher; Zhang, Chunming, STATISTICS & PROBABILITY LETTERS, v.87, no.1, pp.31 - 39, 2014-04

2
Adaptive Thresholding for Large Volatility Matrix Estimation Based on High-Frequency Financial Data

Kim, Donggyuresearcher; Kong, Xin-Bing; Li, Cui-Xia; Wnag, Yazhen, JOURNAL OF ECONOMETRICS, v.203, no.1, pp.69 - 79, 2018-03

3
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data

Kim, Donggyuresearcher; Wang, Yazhen; Zou, Jian, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.126, no.11, pp.3527 - 3577, 2016-11

4
Escaping excess inertia by the adoption of transitional technology : implications for the electric vehicle adoption policy = 과도기 기술 도입을 통한 기술 관성 극복 방안 : 전기차 도입 정책을 중심으로link

Kim, Donggyu; Lee, Chang-Yang; et al, 한국과학기술원, 2018

5
High-dimensional Dantzig dynamic minimum variance portfolio = 단지크 기법을 활용한 고차원 최소분산 포트폴리오 연구link

Lee, Junyong; Kim, Donggyu; et al, 한국과학기술원, 2020

6
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements

Kim, Donggyuresearcher; Wang, Yazhen, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.469, pp.31 - 51, 2017-03

7
Intelligent Initialization and Adaptive Thresholding for Iterative Matrix Completion: Some Statistical and Algorithmic Theory for Adaptive-Impute

Cho, Juhee; Kim, Donggyuresearcher; Rohe, Karl, JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, v.28, no.2, pp.323 - 333, 2019-04

8
Jump variation estimation with noisy high frequency financial data via wavelets

Zhang, Xin; Kim, Donggyuresearcher; Wang, Yazhen, ECONOMETRICS, v.4, no.3, 2016-09

9
OPTIMAL LARGE-SCALE QUANTUM STATE TOMOGRAPHY WITH PAULI MEASUREMENTS

Cai, Tony; Kim, Donggyuresearcher; Wang, Yazhen; Yuan, Ming; Zhou, Harrison H., ANNALS OF STATISTICS, v.44, no.2, pp.682 - 712, 2016-04

10
Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems

Cai, Tony; Kim, Donggyuresearcher; Song, Xinyu; Wang, Yazhen, JOURNAL OF STATISTICAL PLANNING AND INFERENCE, v.213, pp.50 - 71, 2021-07

11
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model

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

12
Sparse PCA-based on high-dimensional Ito processes with measurement errors

Kim, Donggyuresearcher; Wang, Yazhen, JOURNAL OF MULTIVARIATE ANALYSIS, v.152, pp.172 - 189, 2016-12

13
Statistical Inference for Unified Garch-Ito Models with High-Frequency Financial Data

Kim, Donggyuresearcher, JOURNAL OF TIME SERIES ANALYSIS, v.37, no.4, pp.513 - 532, 2016-07

14
Structured volatility matrix estimation for non-synchronized high-frequency financial data

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

15
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data

Kim, Donggyuresearcher; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.194, no.2, pp.220 - 230, 2016-10

16
Volatility analysis with realized GARCH-Ito models

Song, Xinyu; Kim, Donggyuresearcher; Yuan, Huiling; Cui, Xiangyu; Lu, Zhiping; Zhou, Yong; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.222, no.1, pp.393 - 410, 2021-05

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