Donggyu Kim

Conventional wetting theories on rough surfaces with Wenzel, Cassie-Baxter, and Penetrate modes suggest the possibility of tuning the contact angle by adjusting the surface texture. Despite decades of intensive study, there are still many experimental results that are not well understood because conventional wetting theory, which assumes an infinite droplet size, has been used to explain measurements of finite-sized droplets. Here, we suggest a wetting theory applicable to a wide range of drople

These results suggest that the NMCT can pain relief, recovery from neck disability, ROM, and deep flexor endurance for patients with CR.

Since its discovery, the wetting transparency of graphene, the transmission of the substrate wetting property over graphene coating, has gained significant attention due to its versatility for potential applications. Yet, there have been debates on the interpretation and validity of the wetting transparency. Here, we present a theory taking two previously disregarded factors into account and elucidate the origin of the partial wetting transparency. We show that the liquid bulk modulus is crucial

Large volatility matrices are involved in many finance practices, and estimating large volatility matrices based on high-frequency financial data encounters the “curse of dimensionality”. It is a common approach to impose a sparsity assumption on the large volatility matrices to produce consistent volatility matrix estimators. However, due to the existence of common factors, assets are highly correlated with each other, and it is not reasonable to assume the volatility matrices are sparse in fin

In this article, to model risk contagion between the U.S. and China stock markets based on high-frequency financial data, we develop a novel continuous-time jump-diffusion process. For example, we consider three channels for volatility contagion—such as integrated volatility, positive jump variation, and negative jump variation—and each stock market is able to affect the other stock market as an overnight risk factor. We develop a quasi-maximum likelihood estimator for model parameters and estab

The existing estimation methods for the model parameters of the unified GARCH–Itô model (Kim and Wang, ) require long period observations to obtain the consistency. However, in practice, it is hard to believe that the structure of a stock price is stable during such a long period. In this article, we introduce an estimation method for the model parameters based on the high‐frequency financial data with a finite observation period. In particular, we establish a quasi‐likelihood function for daily