Details about Jihyun Kim
Access statistics for papers by Jihyun Kim.
Last updated 2020-10-31. Update your information in the RePEc Author Service.
Short-id: pki424
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Journal Articles
Working Papers
2023
- New robust inference for predictive regressions
Papers, arXiv.org
View citations (3)
2020
- Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments
TSE Working Papers, Toulouse School of Economics (TSE)
- Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models
Working Papers, University of Liverpool, Department of Economics
Journal Articles
2020
- Volatility regressions with fat tails
Journal of Econometrics, 2020, 218, (2), 690-713
View citations (6)
2017
- Asymptotics for recurrent diffusions with application to high frequency regression
Journal of Econometrics, 2017, 196, (1), 37-54
View citations (17)
2014
- Contests with Bilateral Delegation: Unobservable Contracts
Journal of Institutional and Theoretical Economics (JITE), 2014, 170, (3), 387-405
View citations (5)