Jihyun Kim : Citation Profile


Toulouse School of Economics (TSE)

4

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

3

Articles

3

Papers

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 3
   Journals where Jihyun Kim has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 4 (10.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki424
   Updated: 2026-08-29    RAS profile: 2026-08-11    
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Relations with other researchers


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:

Ibragimov, Rustam (4)

Lu, Ye (3)

Cho, Jin Seo (2)

Phillips, Peter (2)

Kim Karlsson, Hyunjoo (2)

Baik, Kyung Hwan (2)

Chang, Yoosoon (1)

Park, Sung-Hoon (1)

Appelbaum, Elie (1)

Appelbaum, Elie (1)

Li, Yushu (1)

Cites to:

Phillips, Peter (16)

Shephard, Neil (7)

Bollerslev, Tim (7)

Ibragimov, Rustam (6)

Ait-Sahalia, Yacine (6)

Meddahi, Nour (6)

RenĂ², Roberto (6)

Andersen, Torben (5)

Kanaya, Shin (5)

Kristensen, Dennis (5)

Drost, Feike C. (4)

Main data


Where Jihyun Kim has published?


Journals with more than one article published# docs
Journal of Econometrics2

Recent works citing Jihyun Kim (2025 and 2024)


YearTitle of citing document
2026Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

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2024On 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.

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2024Some 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.

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2024Investigation 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.

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2025Understanding 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.

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2025Nonparametric 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.

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2026Investigation 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.

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2025Understanding 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.

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Works by Jihyun Kim:


YearTitleTypeCited
2023New robust inference for predictive regressions In: Papers.
[Full Text][Citation analysis]
paper4
2017Asymptotics for recurrent diffusions with application to high frequency regression In: Journal of Econometrics.
[Full Text][Citation analysis]
article18
2020Volatility regressions with fat tails In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2020Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models In: Research Papers.
[Full Text][Citation analysis]
paper0
2014Contests with Bilateral Delegation: Unobservable Contracts In: Journal of Institutional and Theoretical Economics (JITE).
[Full Text][Citation analysis]
article6
2020Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments In: TSE Working Papers.
[Full Text][Citation analysis]
paper0

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