Minseok Shin
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| High-dimensional time-varying coefficient estimation in diffusion models Econometric Reviews | 2026-06-03 | Paper |
| Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations Journal of Econometrics | 2025-12-04 | Paper |
| Overnight GARCH-Itô Volatility Models Journal of Business and Economic Statistics | 2024-03-06 | Paper |
| Overnight GARCH-Itô Volatility Models Journal of Business and Economic Statistics | 2024-03-06 | Paper |
| Adaptive robust large volatility matrix estimation based on high-frequency financial data Journal of Econometrics | 2023-11-17 | Paper |
| Volatility models for stylized facts of high‐frequency financial data Journal of Time Series Analysis | 2023-08-24 | Paper |
Research outcomes over time
This page was built for person: Minseok Shin
