3
H index
1
i10 index
30
Citations
Toulouse School of Economics (TSE) | 3 H index 1 i10 index 30 Citations RESEARCH PRODUCTION: 3 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jihyun Kim. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 2 |
Year | Title of citing document |
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2024 | On uniform confidence intervals for the tail index and the extreme quantile. (2024). Sasaki, Yuya ; Wang, Yulong. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624002100. Full description at Econpapers || Download paper |
2024 | Some fixed-b results for regressions with high frequency data over long spans. (2024). Vogelsang, Timothy J ; Hwang, Taeyoon. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001192. Full description at Econpapers || Download paper |
2024 | Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression. (2024). Li, Yushu ; Kim Karlsson, Hyunjoo. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_010. Full description at Econpapers || Download paper |
2025 | Understanding Regressions with Observations Collected at High Frequency over Long Span. (2025). Lu, YE ; Chang, Yoosoon ; Park, Joon. In: CAEPR Working Papers. RePEc:inu:caeprp:2025001. Full description at Econpapers || Download paper |
2025 | Nonparametric Continuous Time Regressions with Functional Coefficients. (2025). Nguyen, Nuong ; Kim, Jihyun ; Choi, Mijung. In: Korean Economic Review. RePEc:kea:keappr:ker-20250101-41-1-05. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2023 | New robust inference for predictive regressions In: Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Asymptotics for recurrent diffusions with application to high frequency regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
2020 | Volatility regressions with fat tails In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2020 | Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Contests with Bilateral Delegation: Unobservable Contracts In: Journal of Institutional and Theoretical Economics (JITE). [Full Text][Citation analysis] | article | 6 |
2020 | Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments In: TSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
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