Donggyu Kim

49 papers and 503 indexed citations i.

Donggyu Kim has authored 49 papers that have received a total of 503 indexed citations. This includes 27 papers in Finance, 24 papers in Economics and Econometrics and 7 papers in Computational Mechanics. The topics of these papers are Financial Risk and Volatility Modeling (27 papers), Complex Systems and Time Series Analysis (18 papers) and Stochastic processes and financial applications (14 papers). Donggyu Kim is often cited by papers focused on Financial Risk and Volatility Modeling (27 papers), Complex Systems and Time Series Analysis (18 papers) and Stochastic processes and financial applications (14 papers) and collaborates with scholars based in South Korea, United States and China. Donggyu Kim's co-authors include Yazhen Wang, Seunghwa Ryu, Jianqing Fan, Nicola M. Pugno and Il‐Kwon Oh and has published in prestigious journals such as Nature Communications, Journal of the American Statistical Association and Langmuir