4
H index
1
i10 index
35
Citations
Toulouse School of Economics (TSE) | 4 H index 1 i10 index 35 Citations RESEARCH PRODUCTION: 3 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
|---|---|
| Journal of Econometrics | 2 |
| Year | Title of citing document |
|---|---|
| 2026 | Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249. Full description at Econpapers || Download paper |
| 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 |
| 2026 | Investigation of Swedish Krona exchange rate volatility using APARCH-Support Vector Regression. (2026). Kim Karlsson, Hyunjoo ; Li, Yushu. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-026-00910-3. Full description at Econpapers || Download paper |
| 2025 | Understanding regressions with observations collected at high frequency over long span. (2025). Park, Joon Y ; Lu, YE ; Chang, Yoosoon. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:405-457. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | New robust inference for predictive regressions In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Asymptotics for recurrent diffusions with application to high frequency regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2020 | Volatility regressions with fat tails In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team