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Kim, Jihyun and Meddahi, Nour (2020) Volatility Regressions with Fat Tails. Journal of Econometrics, vol.218 (n°2). pp. 690-713.
Kim, Jihyun and Park, Joon (2017) Asymptotics for Recurrent Diffusions with Application to High Frequency Regression. Journal of Econometrics, 196 (1). pp. 37-54.
Baik, Kyung Hwan and Kim, Jihyun (2014) Contests with Bilateral Delegation: Unobservable Contracts. Journal of Institutional and Theoretical Economics, 170 (3). pp. 387-405.
Kim, Jihyun, Park, Joon and Wang, Bin (2020) Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments. TSE Working Paper, n. 20-1096, Toulouse
Kim, Jihyun and Meddahi, Nour (2020) Volatility Regressions with Fat Tails. TSE Working Paper, n. 20-1097, Toulouse
