Showing results 1 to 3 of 3
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 |
Jump variation estimation with noisy high frequency financial data via wavelets Zhang, Xin; Kim, Donggyu; Wang, Yazhen, ECONOMETRICS, v.4, no.3, 2016-09 |
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 |
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