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Minseog Oh

Korea Advanced Institute of Science and Technology (from arXiv:2412.05664, 2024) · ORCID · OpenAlex

9 papers in scope · 8 published · 1 on the econ.EM arXiv · 39 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Donggyu Kim
  2. Sung Hoon Choi
  3. Dong-Gyu Kim
  4. Patrick Gagliardini
  5. Alain-Philippe Fortin
  6. Olivier Scaillet
  7. Jushan Bai
  8. Philipp Gersing
  9. Guillaume Coqueret
  10. Martial Laguerre
  11. Yuan Liao
  12. Katerina Chrysikou
  13. Yong Cai
  14. Serena Ng
  15. Matteo Barigozzi
  16. Hasan Fallahgoul
  17. George Kapetanios
  18. Jeffrey M. Wooldridge
  19. Alberto Abadie
  20. Stéphane Guerrier

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 9)

Matrix-based factor analysis on the prediction of insurance claims probability
published2026 · Astin Bulletin
with Himchan Jeong, Donggyu Kim, Kwangmin Jung
Astin Bulletin
High-dimensional time-varying coefficient estimation in diffusion models
published2025 · Econometric Theory · 3 citations · first circulated 2022
with Min-Seok Shin, Donggyu Kim, Minseok Shin
Econometric Theory
Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups
working paper2024 · arXiv · 1 citations
with Donggyu Kim
Paper profile arXiv arXiv:2412.05664
Robust realized integrated beta estimator with application to dynamic analysis of integrated beta
published2024 · Journal of Econometrics · 5 citations · first circulated 2023
with Donggyu Kim, Yazhen Wang
Journal of Econometrics
Dynamic Realized Minimum Variance Portfolio Models
published2024 · Journal of Business and Economic Statistics · 3 citations · first circulated 2023
with Donggyu Kim
Journal of Business and Economic Statistics
Factor Overnight GARCH-Itô Models
published2023 · Journal of Financial Econometrics · 1 citations · first circulated 2022
with Donggyu Kim, Xinyu Song, Yazhen Wang
Journal of Financial Econometrics
Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective
published2023 · Journal of Financial Econometrics · 17 citations · first circulated 2021
with Donggyu Kim
Journal of Financial Econometrics
Overnight GARCH-Itô Volatility Models
published2022 · Journal of Business and Economic Statistics · 8 citations · first circulated 2021
with Donggyu Kim, Minseok Shin, Yazhen Wang, Xinyu Song
Paper profile Journal of Business and Economic Statistics arXiv:2102.13467
Conditional quantile analysis for realized GARCH models
published2021 · Journal of Time Series Analysis · 1 citations
with Donggyu Kim, Yazhen Wang
Journal of Time Series Analysis

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.