교원정보

학술지 논문

• (2023)  Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications.  JOURNAL OF ECONOMETRICS.  235,  2
• (2023)  NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS.  ECONOMETRIC THEORY. 
• (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