Minseok Shin
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Person:6090555
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 |
|---|---|---|
| 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
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