| Asymptotic theory for large volatility matrix estimation based on high-frequency financial data D Kim, Y Wang, J Zou Stochastic Processes and their Applications 126 (11), 3527-3577, 2016 | 52 | 2016 |
| Robust high-dimensional volatility matrix estimation for high-frequency factor model J Fan, D Kim Journal of the American Statistical Association 113 (523), 1268-1283, 2018 | 50 | 2018 |
| Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction D Kim, J Fan Journal of econometrics 208 (2), 395-417, 2019 | 38 | 2019 |
| Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data D Kim, Y Wang Journal of Econometrics 194 (2), 220-230, 2016 | 35 | 2016 |
| Optimal large-scale quantum state tomography with Pauli measurements T Cai, D Kim, Y Wang, M Yuan, HH Zhou | 35 | 2016 |
| Volatility analysis with realized GARCH-Itô models X Song, D Kim, H Yuan, X Cui, Z Lu, Y Zhou, Y Wang Journal of Econometrics 222 (1), 393-410, 2021 | 33 | 2021 |
| Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data D Kim, XB Kong, CX Li, Y Wang Journal of econometrics 203 (1), 69-79, 2018 | 23 | 2018 |
| Sparse PCA Based on High-Dimensional It\^o processes with Measurement Errors D Kim, Y Wang Journal of Multivariate Analysis 152, 172–189, 2016 | 21 | 2016 |
| Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data D Kim, Y Liu, Y Wang | 20 | 2018 |
| Adaptive robust large volatility matrix estimation based on high-frequency financial data M Shin, D Kim, J Fan Journal of Econometrics 237 (1), 105514, 2023 | 19 | 2023 |
| Asymptotic theory for estimating the singular vectors and values of a partially-observed low rank matrix with noise J Cho, D Kim, K Rohe Statistica Sinica, 1921-1948, 2017 | 17 | 2017 |
| Jump variation estimation with noisy high frequency financial data via wavelets X Zhang, D Kim, Y Wang Econometrics 4 (3), 34, 2016 | 15 | 2016 |
| Structured volatility matrix estimation for non-synchronized high-frequency financial data J Fan, D Kim Journal of Econometrics 209 (1), 61-78, 2019 | 14 | 2019 |
| Overnight garch-itô volatility models D Kim, M Shin, Y Wang Journal of Business & Economic Statistics 41 (4), 1215-1227, 2023 | 13 | 2023 |
| Next generation models for portfolio risk management: An approach using financial big data K Jung, D Kim, S Yu Journal of Risk and Insurance 89 (3), 765-787, 2022 | 9 | 2022 |
| Statistical inference for unified GARCH–Itô models with high‐frequency financial data D Kim Journal of Time Series Analysis 37 (4), 513-532, 2016 | 9 | 2016 |
| State heterogeneity analysis of financial volatility using high‐frequency financial data D Chun, D Kim Journal of Time Series Analysis 43 (1), 105-124, 2022 | 7 | 2022 |
| Intelligent Initialization and Adaptive Thresholding for Iterative Matrix Completion: Some Statistical and Algorithmic Theory for Adaptive-Impute J Cho, D Kim, K Rohe Journal of Computational and Graphical Statistics 28 (2), 323-333, 2019 | 7 | 2019 |
| Effect of the US–China trade war on stock markets: A financial contagion perspective M Oh, D Kim Journal of Financial Econometrics, nbad016, 2023 | 5 | 2023 |
| Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency D Kim, X Song, Y Wang Journal of Multivariate Analysis 192, 105091, 2022 | 5 | 2022 |
