Browse "School of Management Engineering(경영공학부)" by Author Kim, Donggyu
Showing results 6 to 27 of 27
| 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 |
| Factor Overnight GARCH-Ito Models Kim, Donggyu, Econometrics of High Frequency Data & Factor Models, European Conferences of the Econometrics Community, 2022-12-10 |
| High-dimensional Dantzig dynamic minimum variance portfolio = 단지크 기법을 활용한 고차원 최소분산 포트폴리오 연구link Lee, Junyong; Kim, Donggyu; et al, 한국과학기술원, 2020 |
| High-dimensional High-Frequency Regression Kim, Donggyu, The 5th International Conference on Econometrics and Statistics, Ecosta 2022, Ryukoku University, 2022-06-04 |
| Hypothesis tests for large density matrices of quantum systems based on Pauli measurements Kim, Donggyu; Wang, Yazhen, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.469, pp.31 - 51, 2017-03 |
| Intelligent Initialization and Adaptive Thresholding for Iterative Matrix Completion: Some Statistical and Algorithmic Theory for Adaptive-Impute Cho, Juhee; Kim, Donggyu; Rohe, Karl, JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, v.28, no.2, pp.323 - 333, 2019-04 |
| Jump variation estimation with noisy high frequency financial data via wavelets Zhang, Xin; Kim, Donggyu; Wang, Yazhen, ECONOMETRICS, v.4, no.3, 2016-09 |
| 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 |
| Next generation models for portfolio risk management: An approach using financial big data Jung, Kwangmin; Kim, Donggyu; Yu, Seunghyeon, JOURNAL OF RISK AND INSURANCE, v.89, no.3, pp.765 - 787, 2022-09 |
| OPTIMAL LARGE-SCALE QUANTUM STATE TOMOGRAPHY WITH PAULI MEASUREMENTS Cai, Tony; Kim, Donggyu; Wang, Yazhen; Yuan, Ming; Zhou, Harrison H., ANNALS OF STATISTICS, v.44, no.2, pp.682 - 712, 2016-04 |
| Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems Cai, Tony; Kim, Donggyu; Song, Xinyu; Wang, Yazhen, JOURNAL OF STATISTICAL PLANNING AND INFERENCE, v.213, pp.50 - 71, 2021-07 |
| Overnight GARCH-Ito Volatility Models Kim, Donggyu; Shin, Minseok; Wang, Yazhen, JOURNAL OF BUSINESS & ECONOMIC STATISTICS, v.41, no.4, pp.1215 - 1227, 2023-10 |
| R&D employee training, the stock of technological knowledge, and R&D productivity Kim, Donggyu; Lee, Chang-Yang, R & D MANAGEMENT, v.52, no.5, pp.801 - 819, 2022-11 |
| 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 |
| Sparse PCA-based on high-dimensional Ito processes with measurement errors Kim, Donggyu; Wang, Yazhen, JOURNAL OF MULTIVARIATE ANALYSIS, v.152, pp.172 - 189, 2016-12 |
| State Heterogeneity Analysis of Financial Volatility using high-frequency Financial Data Chun, Dohyun; Kim, Donggyu, JOURNAL OF TIME SERIES ANALYSIS, v.43, no.1, pp.105 - 124, 2022-01 |
| Statistical Inference for Unified Garch-Ito Models with High-Frequency Financial Data Kim, Donggyu, JOURNAL OF TIME SERIES ANALYSIS, v.37, no.4, pp.513 - 532, 2016-07 |
| 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 |
| Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data Kim, Donggyu; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.194, no.2, pp.220 - 230, 2016-10 |
| 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 |
| Volatility analysis with realized GARCH-Ito models Song, Xinyu; Kim, Donggyu; Yuan, Huiling; Cui, Xiangyu; Lu, Zhiping; Zhou, Yong; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.222, no.1, pp.393 - 410, 2021-05 |
| Volatility models for stylized facts of high-frequency financial data Kim, Donggyu; Shin, Minseok, JOURNAL OF TIME SERIES ANALYSIS, v.44, no.3, pp.262 - 279, 2023-05 |
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