Concepedia

Minseok Shin

MS

Statistics

Publications

3

Citations

47

H-Index

3

Active since

2021

Affiliations

Princeton University(Current)

Korea Advanced Institute of Science and Technology

Minseok Shin is an author at Princeton University specializing in volatility analysis, stock market returns, and econometrics.

Publications per year

2021–2023

3

Publications

3

Adaptive robust large volatility matrix estimation based on high-frequency financial data

Minseok Shin, Donggyu Kim, Jianqing Fan · Journal of Econometrics · 2023 · 25 citations

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Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data

Minseok Shin, Donggyu Kim, Jianqing Fan · SSRN Electronic Journal · 2021 · 12 citations · Full text

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Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data

Minseok Shin, Donggyu Kim, Jianqing Fan · arXiv (Cornell University) · 2021 · 10 citations · Full text

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