Browse "MT-Conference Papers(학술회의논문)" by Author Kim, Donggyu

Showing results 1 to 2 of 2

1
Factor Overnight GARCH-Ito Models

Kim, Donggyu, Econometrics of High Frequency Data & Factor Models, European Conferences of the Econometrics Community, 2022-12-10

2
High-dimensional High-Frequency Regression

Kim, Donggyu, The 5th International Conference on Econometrics and Statistics, Ecosta 2022, Ryukoku University, 2022-06-04

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