Donggyu Kim

Finance · with Wang · 2016

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Donggyu Kim trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Lan Zhang
  2. Ole E. Barndorff-Nielsen
  3. Peter J. Bickel

Papers from Donggyu Kim's perspective

Ordered by how strongly the researchers Donggyu Kim trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Separating Microstructure Noise from Volatility
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. ANOVA for diffusions and Itô processes
  4. The distribution of realized stock return volatility
  5. Realized Variance and Market Microstructure Noise
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. MODELING AND FORECASTING REALIZED VOLATILITY
  8. Generalized autoregressive conditional heteroskedasticity
  9. Are Volatility Estimators Robust with Respect to Modeling Assumptions
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers