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Details about Jihyun Kim

E-mail:jihyun.kim@tse-fr.eu
Workplace:Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ) (Research Group in Mathematical and Quantitative Economics), Toulouse School of Economics (TSE), (more information at EDIRC)

Access statistics for papers by Jihyun Kim.

Last updated 2020-10-31. Update your information in the RePEc Author Service.

Short-id: pki424


Jump to Journal Articles

Working Papers

2023

  1. New robust inference for predictive regressions
    Papers, arXiv.org Downloads View citations (3)

2020

  1. Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads
  2. Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models
    Working Papers, University of Liverpool, Department of Economics Downloads

Journal Articles

2020

  1. Volatility regressions with fat tails
    Journal of Econometrics, 2020, 218, (2), 690-713 Downloads View citations (6)

2017

  1. Asymptotics for recurrent diffusions with application to high frequency regression
    Journal of Econometrics, 2017, 196, (1), 37-54 Downloads View citations (17)

2014

  1. Contests with Bilateral Delegation: Unobservable Contracts
    Journal of Institutional and Theoretical Economics (JITE), 2014, 170, (3), 387-405 Downloads View citations (5)
 
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