Article

Kim, Jihyun, Park, Joon and Wang, Bin (2021) Estimation of volatility functions in jump diffusions using truncated bipower increments. Econometric Theory, vol. 37 (N° 5). pp. 926-958.

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.

Monograph

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