Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ) Toulouse, France
Toulouse School of Economics (TSE)
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Manufacture des Tabacs - Bâtiment F, 21 Alléee de Brienne, 31000 TOULOUSE
RePEc:edi:getlsfr (more details at EDIRC)
Research outputJump to: Articles
- Kim, Jihyun & Park, Joon Y., 2017. "Asymptotics for recurrent diffusions with application to high frequency regression," Journal of Econometrics, Elsevier, vol. 196(1), pages 37-54.
- Kyung Hwan Baik & Jihyun Kim, 2014. "Contests with Bilateral Delegation: Unobservable Contracts," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 170(3), pages 387-405, September.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Kim, Jihyun & Park, Joon Y., 2017.
"Asymptotics for recurrent diffusions with application to high frequency regression,"
Journal of Econometrics, Elsevier, vol. 196(1), pages 37-54.
- Chang, Yoosoon & Lu, Ye & Park, Joon Y., 2018. "Understanding Regressions with Observations Collected at High Frequency over Long Span," Working Papers 2018-10, University of Sydney, School of Economics.
- Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
- Ruijun Bu & Jihyun Kim & Bin Wang, 2020. "Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models," Working Papers 202021, University of Liverpool, Department of Economics.
- Kim, Jihyun & Park, Joon & Wang, Bin, 2020. "Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments," TSE Working Papers 20-1096, Toulouse School of Economics (TSE).
- Jiang, Bibo & Lu, Ye & Park, Joon Y., 2020. "Testing for Stationarity at High Frequency," Journal of Econometrics, Elsevier, vol. 215(2), pages 341-374.
- Kim, Jihyun & Meddahi, Nour, 2020. "Volatility Regressions with Fat Tails," TSE Working Papers 20-1097, Toulouse School of Economics (TSE).
- Jeong, Minsoo, 2018. "Consistent estimator of nonparametric structural spurious regression model for high frequency data," Economics Letters, Elsevier, vol. 162(C), pages 18-21.
- Kyung Hwan Baik & Jihyun Kim, 2014.
"Contests with Bilateral Delegation: Unobservable Contracts,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 170(3), pages 387-405, September.
- Park Sung-Hoon & Lee Sanghack, 2020. "Legal Contests with Unilateral Delegation," Asian Journal of Law and Economics, De Gruyter, vol. 11(1), pages 1-9, April.
- Kyung Hwan Baik & Sang-Kee Kim, 2020. "Observable versus unobservable R&D investments in duopolies," Journal of Economics, Springer, vol. 130(1), pages 37-66, June.
- Kyung Hwan Baik & Dongryul Lee, 2020. "Decisions of Duopoly Firms on Sharing Information on Their Delegation Contracts," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 57(1), pages 145-165, August.
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