Jihyun Kim, Joon Park, and Bin Wang, “Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments”, Econometric Theory, vol. 37, n. 5, October 2021, pp. 926–958.
Jihyun Kim, and Nour Meddahi, “Volatility Regressions with Fat Tails”, Journal of Econometrics, vol. 218, n. 2, October 2020, pp. 690–713.
Jihyun Kim, and Joon Park, “Asymptotics for Recurrent Diffusions with Application to High Frequency Regression”, Journal of Econometrics, vol. 196, n. 1, January 2017, pp. 37–54.
Kyung Hwan Baik, and Jihyun Kim, “Contests with Bilateral Delegation: Unobservable Contracts”, Journal of Institutional and Theoretical Economics, vol. 170, n. 3, September 2014, pp. 387–405.