Concepedia

Donggyu Kim

DK

Statistics

Publications

27

Citations

903

H-Index

18

Active since

1993

Affiliations

Korea Advanced Institute of Science and Technology(Current)

University of Wisconsin–Madison

Princeton University

Shanghai University of Finance and Economics

Queen Mary University of London

Donggyu Kim is an author at Korea Advanced Institute of Science and Technology specializing in engineering, volatility modeling, and business.

Top concepts

EngineeringFinanceBusinessStatisticsVolatility ModelingAsset PricingMultivariate Stochastic VolatilityFinancial EngineeringMaterial ScienceEstimation Theory

Publications per year

1993–2023

27

Publications

27

Wetting theory for small droplets on textured solid surfaces

Donggyu Kim, Nicola M. Pugno, Seunghwa Ryu · Scientific Reports · 2016 · 97 citations · Full text

Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model

Jianqing Fan, Donggyu Kim · Journal of the American Statistical Association · 2017 · 69 citations

Volatility Modeling, Engineering, High-dimensional Method +10

Asymptotic theory for large volatility matrix estimation based on high-frequency financial data

Donggyu Kim, Yazhen Wang, Jian Zou · Stochastic Processes and their Applications · 2016 · 67 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +9

Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction

Donggyu Kim, Jianqing Fan · Journal of Econometrics · 2018 · 58 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6

Nanoscale control of phonon excitations in graphene

Hyo Won Kim, Wonhee Ko, JiYeon Ku et al. · Nature Communications · 2015 · 54 citations · Full text

1–5 of 27