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Showing results 1 to 8 of 8

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
Sparse factor model based on trend filtering

Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.306, no.1-2, pp.321 - 342, 2021-11

4
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

5
(The) prediction of industry stock index using artificial neural network : cases of construction industry and banking = 인공신경망을 이용한 산업주가 지수 예측 : 건설업과 은행업지수를 중심으로link

Kwon, Young-Sam; 권영삼; et al, 한국과학기술원, 1996

6
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

7
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

8
마켓 타이밍 전략의 수익성에 대한 실증연구 : 한국 주식시장을 중심으로 = Profitability of market timing strategy at the portfolio level in Korea stock marketlink

김태희; KIM, TAE HEE; et al, 한국과학기술원, 2015

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