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Ji-Hyun Kim

New Economic School (from arXiv:2511.09249, 2025) · ORCID · OpenAlex

13 papers in scope · 12 published · 1 on the econ.EM arXiv · 126 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Rustam Ibragimov
  2. Anton Skrobotov
  3. Rasmus Hundsbæk Pedersen
  4. Eiji Kurozumi
  5. Tianyu He
  6. Xuanling Yang
  7. Ting Zhang
  8. Alessandro Casini
  9. Pierre Perrón
  10. Jean-Marie Dufour
  11. Taosong Deng
  12. Lorenzo Trapani
  13. Lajos Horváth
  14. Shixuan Wang
  15. Dong Li
  16. Paul Kattuman
  17. Fabrizio Ghezzi
  18. Eduardo Rossi
  19. Jun Yu
  20. Federico Belotti

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 13)

Robust Cauchy-Based Methods for Predictive Regressions
working paper2025 · arXiv
with Rustam Ibragimov, Anton Skrobotov
Paper profile arXiv arXiv:2511.09249
An update to the Sandia method for creating Typical Meteorological Years from a limited pool of calendar years
published2025 · Energy · 5 citations
with Zhaoyun Zeng, Ralph T. Muehleisen
Energy
NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS
published2023 · Econometric Theory · 2 citations · first circulated 2020
with Rustam Ibragimov, Jihyun Kim, Anton Skrobotov
Paper profile Econometric Theory arXiv:2006.01191
New Measures of Herding Behavior and Cross-sectional Time Dispersion (CSTD) by IPO Firms in Chinese IPO Markets
published2021 · Asian Review of Financial Research
with Sung-Hwan Kim, Dongmin Lim
Asian Review of Financial Research
ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS
published2020 · Econometric Theory · 1 citations
with Joon-Young Park, Bin Wang, Joon Park
Econometric Theory
Volatility regressions with fat tails
published2020 · Journal of Econometrics · 10 citations
with Nour Meddahi
Journal of Econometrics
Meta-modeling of occupancy variables and analysis of their impact on energy outcomes of office buildings
published2016 · Applied Energy · 41 citations
with Qinpeng Wang, Godfried Augenbroe, Li Gu
Applied Energy
Semi-parametric Bootstrap Confidence Intervals for High-Quantiles of Heavy-Tailed Distributions
published2011 · Communications for Statistical Applications and Methods · 2 citations
Communications for Statistical Applications and Methods
Estimation of VaR and Expected Shortfall for Stock Returns
published2010 · Korean Journal of Applied Statistics · 1 citations
with Hwa-Young Park
Korean Journal of Applied Statistics
Local Linear Estimation of Nonparametric Cointegrating Regression
published2010 · Journal of Economic Theory And Econometrics
with Chang Sik Kim
no link
Assessing practical significance of the proportional odds assumption
published2003 · Statistics & Probability Letters · 57 citations
Statistics & Probability Letters
STRICT STATIONARITY AND FUNCTIONAL CENTRAL LIMIT THEOREM FOR ARCH/GARCH MODELS
published2001 · Bulletin of the Korean Mathematical Society · 4 citations
with Oe-Sook Lee
no link
MARS Modeling for Ordinal Categorical Response Data: A Case Study
published2000 · Communications for Statistical Applications and Methods · 3 citations
no link

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.