← All authors Donggyu Kim Korea Advanced Institute of Science and Technology (from arXiv:2305.01464, 2023) · ORCID · OpenAlex
44 papers in scope · 40 published · 7 on the econ.EM arXiv · 734 citations · h-index 16 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Sung Hoon Choi Dong-Gyu Kim Minseog Oh Patrick Gagliardini Alain-Philippe Fortin Olivier Scaillet Jushan Bai Philipp Gersing Guillaume Coqueret Martial Laguerre Serena Ng Matteo Barigozzi Hasan Fallahgoul Yuan Liao Katerina Chrysikou Yong Cai Stéphane Guerrier Gaetan Bakalli George Kapetanios Jeffrey M. Wooldridge 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 (10 of 44)
Efficacy of heat-treated postbiotic Lacticaseibacillus rhamnosus in patients with functional bowel disorders: a randomized, double-blind, placebo-controlled clinical trial
published 2026 · Scientific Reports
with Won Yeong Bang, Young Hoon Jung, Jungwoo Yang, Jin Seok Moon, Jongbeom Shin, Minhye Shin
Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations
published 2025 · Journal of Econometrics · 3 citations · first circulated 2021
High-dimensional time-varying coefficient estimation in diffusion models
published 2025 · Econometric Theory · 3 citations · first circulated 2022
published 2025 · Journal of Business and Economic Statistics · 1 citations · first circulated 2024
working paper 2025 · arXiv
with Sung Hoon Choi
working paper 2024 · arXiv · 1 citations
working paper 2024 · arXiv
published 2024 · Econometric Theory · first circulated 2023
Analysis of the Relationship between SMEs’ Technological Capability and Growth Using Output Elasticity of R&D
published 2024 · Asia Pacific Journal of Samall Business
with Seh-Hyun Yoo
Robust realized integrated beta estimator with application to dynamic analysis of integrated beta
published 2024 · Journal of Econometrics · 5 citations · first circulated 2023
Dynamic Realized Minimum Variance Portfolio Models
published 2024 · Journal of Business and Economic Statistics · 3 citations · first circulated 2023
Factor Overnight GARCH-Itô Models
published 2023 · Journal of Financial Econometrics · 1 citations · first circulated 2022
Adaptive robust large volatility matrix estimation based on high-frequency financial data
published 2023 · Journal of Econometrics · 25 citations · first circulated 2021
Adaptive thresholding for iterative matrix completion with heterogeneous missing probability: H-AdaptiveImpute
published 2023 · Communications in Statistics - Simulation and Computation
with Solji Han, Hyunjoong Kim
Interplay between Intrafirm Inventor Network Structure and Extant Radical and Incremental Knowledge
published 2023 · Academy of Management Proceedings · 1 citations
with Byungchae Jin
Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective
published 2023 · Journal of Financial Econometrics · 17 citations · first circulated 2021
The Relationship between Corporate Technological Diversification and R&D Performance: A Comparison of SMEs and Non-SMEs in the Korean Manufacturing Sector
published 2023 · Journal of Korea Technology Innovation Society
with Min-Cheol Choi
published 2023 · Journal of Econometrics · 4 citations · first circulated 2022
EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS
published 2022 · Econometric Theory · 3 citations
Volatility models for stylized facts of high‐frequency financial data
published 2022 · Journal of Time Series Analysis · 4 citations
with Min-Seok Shin, Minseok Shin
published 2022 · Journal of Business and Economic Statistics · 8 citations · first circulated 2021
published 2022 · Journal of Multivariate Analysis · 4 citations · first circulated 2020
published 2022 · Journal of Risk & Insurance · 17 citations
with Kwangmin Jung, Seunghyeon Yu
Conditional quantile analysis for realized GARCH models
published 2021 · Journal of Time Series Analysis · 1 citations
working paper 2021 · arXiv
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data
published 2021 · Journal of Time Series Analysis · 12 citations
with Dohyun Chun
Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems
published 2020 · Journal of Statistical Planning and Inference · 3 citations
Volatility analysis with realized GARCH-Itô models
published 2020 · Journal of Econometrics · 49 citations · first circulated 2019
Structured volatility matrix estimation for non-synchronized high-frequency financial data
published 2019 · Journal of Econometrics · 24 citations · first circulated 2017
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
published 2018 · Journal of Econometrics · 58 citations · first circulated 2017
Intelligent Initialization and Adaptive Thresholding for Iterative Matrix Completion: Some Statistical and Algorithmic Theory for Adaptive-Impute
published 2018 · Journal of Computational and Graphical Statistics · 4 citations
with Juhee Cho, Karl Rohe
Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data
published 2018 · Bernoulli · 34 citations
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
published 2017 · Journal of Econometrics · 29 citations
Surface Modification of Anisotropic Dielectric Elastomer Actuators with Uni-and Bi-axially Wrinkled Carbon Electrodes for Wettability Control
published 2017 · Scientific Reports · 38 citations
with Kiwoo Jun, Seunghwa Ryu, Il-Kwon Oh
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model
published 2017 · Journal of the American Statistical Association · 71 citations
Wetting theory for small droplets on textured solid surfaces
published 2016 · Scientific Reports · 100 citations
with Nicola M. Pugno, Seunghwa Ryu
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements
published 2016 · Physica A Statistical Mechanics and its Applications · 2 citations
Sparse PCA-based on high-dimensional Itô processes with measurement errors
published 2016 · Journal of Multivariate Analysis · 19 citations
Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets
published 2016 · Econometrics · 21 citations
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
published 2016 · Journal of Econometrics · 54 citations
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data
published 2016 · Stochastic Processes and their Applications · 67 citations
Statistical Inference for Unified Garch–Itô Models with High‐Frequency Financial Data
published 2015 · Journal of Time Series Analysis · 11 citations
Solving the Controversy on the Wetting Transparency of Graphene
published 2015 · Scientific Reports · 35 citations
with Nicola M. Pugno, Markus J. Buehler, Seunghwa Ryu
Adaptive linear step-up multiple testing procedure with the bias-reduced estimator
published 2014 · Statistics & Probability Letters · 2 citations
with Chunming Zhang
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