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| NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
|---|---|
| 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 | |
| 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 | |
| Conditional quantile analysis for realized GARCH models Kim, Donggyu; Oh, Minseog; Wang, Yazhen, JOURNAL OF TIME SERIES ANALYSIS, v.43, no.4, pp.640 - 665, 2022-07 | |
| 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 | |
| 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 | |
| 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 | |
| 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 |
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