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Minseok Shin

Observed name: Shin, Minseok
ORCID: 0000-0001-8981-9482
Observed ORCID: 0000-0001-8981-9482
OpenAlex ID: A5043768352
Adaptive robust large volatility matrix estimation based on high-frequency financial data
2023 · Minseok Shin, Donggyu Kim, et al. · Journal of Econometrics · 25
Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data
2021 · Minseok Shin, Donggyu Kim, et al. · SSRN Electronic Journal · 11
Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data
2021 · Shin, Minseok, Kim, Donggyu, et al. · arXiv (Cornell University) · 10
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Overnight GARCH-Itô Volatility Models
2022 · Donggyu Kim, Minseok Shin, et al. · Journal of Business and Economic Statistics · 9
High-Dimensional Time-Varying Coefficient Estimation in Diffusion Models
2024 · Donggyu Kim, Minseog Oh, et al. · SSRN Electronic Journal · 2
High-dimensional time-varying coefficient estimation in diffusion models
2026 · Donggyu Kim, Minseog Oh, et al. · Econometric Reviews · 1
Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure
2025 · Minseok Shin, Donggyu Kim · SSRN Electronic Journal · 1
High-dimensional time-varying coefficient estimation in diffusion models
2026 · Kim, Donggyu, Oh, Minseog, et al. · Figshare
Factor and Idiosyncratic Var-Itô Volatility Matrix Models for Heavy-Tailed High-Frequency Financial Observations
2024 · Donggyu Kim, Yazhen Wang, et al. · SSRN Electronic Journal
High-Dimensional High-Frequency Regression
2022 · Donggyu Kim, Minseok Shin · SSRN Electronic Journal
Volatility Models for Stylized Facts of High-Frequency Financial Data
2022 · Donggyu Kim, Minseok Shin · SSRN Electronic Journal
Works count: 11
Citation count: 59
H-index: 4
I10-index: 3
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