Donggyu Kim

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Prime vertex-minors of a prime graph	2024-03-26	Paper
Overnight GARCH-Itô Volatility Models	2024-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q6187839	2024-01-15	Paper
Adaptive robust large volatility matrix estimation based on high-frequency financial data	2023-11-17	Paper
\(\Gamma\)-graphic delta-matroids and their applications	2023-10-04	Paper
Volatility models for stylized facts of high‐frequency financial data	2023-08-24	Paper
Note on Hamiltonicity of basis graphs of even delta-matroids	2023-08-10	Paper
Large volatility matrix analysis using global and national factor models	2023-06-29	Paper
Eigenvalues and parity factors in graphs with given minimum degree	2023-02-21	Paper
Bounds for the Twin-Width of Graphs	2022-10-06	Paper
Conditional quantile analysis for realized GARCH models	2022-08-11	Paper
Intelligent Initialization and Adaptive Thresholding for Iterative Matrix Completion: Some Statistical and Algorithmic Theory forAdaptive-Impute	2022-03-28	Paper
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data	2022-02-18	Paper
Eigenvalues and parity factors in graphs	2021-11-25	Paper
Structured volatility matrix estimation for non-synchronized high-frequency financial data	2019-04-30	Paper
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction	2019-04-29	Paper
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model	2018-12-04	Paper
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements	2018-11-13	Paper
Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data	2018-05-18	Paper
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data	2018-03-22	Paper
Asymptotic theory for estimating the singular vectors and values of a partially-observed low rank matrix with noise	2018-01-12	Paper
Sparse PCA-based on high-dimensional Itô processes with measurement errors	2016-10-14	Paper
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data	2016-10-12	Paper
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data	2016-10-01	Paper
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data	2016-09-06	Paper
Statistical Inference for Unified Garch-Itô Models with High-Frequency Financial Data	2016-06-27	Paper
Optimal large-scale quantum state tomography with Pauli measurements	2016-05-12	Paper
Adaptive linear step-up multiple testing procedure with the bias-reduced estimator	2014-06-05	Paper

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