통합검색

College of Economics - College of Economics

List KOR
  • Associate Professor
  • KIM, JIHYUN 홈페이지 바로가기
  • +82-2-760-0431
  • Dasan Hall of Economics 3F 32308

Research Interest 

Econometrics, Machine Learning

Education

  • Indiana University, Ph.D. in Economics (2014)
  • Sungkyunkwan University, M.A. in Economics (2009)
  • Sungkyunkwan University, B.A. in Economics (2008)

Experience

  • Sungkyunkwan University (2022-)
  • Toulouse School of Economics, Assistant Professor (2014-2022)

Journal Articles

  • (2025)  Nonparametric Continuous Time Regressions with Functional Coefficients.  KOREAN ECONOMIC REVIEW.  41,  1
  • (2024)  NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS.  ECONOMETRIC THEORY.  40,  6
  • (2023)  Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications.  JOURNAL OF ECONOMETRICS.  235,  2
  • (2022)  Nonstationary Volatility Regressions.  계량경제학보.  33,  2
  • (2021)  Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments.  ECONOMETRIC THEORY.  37,  5
  • (2020)  Volatility regressions with fat tails.  JOURNAL OF ECONOMETRICS.  218,  2
  • (2017)  Asymptotics for recurrent diffusions with application to high frequency regression.  JOURNAL OF ECONOMETRICS.  196,  1
  • (2014)  Contests with Bilateral Delegation: Unobservable Contracts.  JOURNAL OF INSTITUTIONAL AND THEORETICAL ECONOMICS-ZEITSCHRIFT FUR DIE GESAMTE STAATSWISSENSCHAFT.  170,  3
  • (2010)  Local Linear Estimation of Nonparametric Cointegrating Regression.  계량경제학보.  21,  1

Honors / Awards

  • Excellent Research Fellow, SKKU (2025)
  • Best Paper Award in Honor of Prof. Joon Y. Park, SKKU (2024)
  • Best Professor for Econometrics and Empirical Econometrics, TSE (2022)
  • Susan C. Thrasher Fellowship, IU (2013-2014)
  • Best Paper Award at Jordan River Conference, IU (2012)
  • Henry M. Oliver Award, IU (2012)