Number of items: 3.
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, 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 Park, Joon
(2017)
Asymptotics for Recurrent Diffusions with Application to High Frequency Regression.
Journal of Econometrics, 196 (1).
pp. 37-54.