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빅데이터 분석
신민석교수
전공분야
빅데이터 분석, 금융 계량경제학, 고차원 통계학, 위험 관리, 고빈도 금융대표 논문 및 프로젝트
- Minseok Shin, Donggyu Kim, and Jianqing Fan (2023). Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data. Journal of Econometrics, 237, 105514.
- Donggyu Kim, *Minseok Shin, and Yazhen Wang (2023). Overnight GARCH-Itô Volatility Models. Journal of Business & Economic Statistics, 41, 1215–1227.
- Donggyu Kim and *Minseok Shin (2023). Volatility Models for Stylized Facts of High-Frequency Financial Data. Journal of Time Series Analysis, 44, 262-279.