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