Publications:

1. "Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications"(pdf)  

Journal of Econometrics, Vol. 235, No.2, 1934-1954, 2023 (with Ruijun Bu and Jihyun Kim)

Working Paper Version: [SSRN page]

2. "Testing for the presence of jump components in jump diffusion models"(pdf)

Journal of Econometrics, Vol. 230, No. 2, 483-509, 2022 (with Xu Zheng)

Working Paper Version: [SSRN page]

3. "Estimation of volatility functions in jump diffusions using truncated bipower increments"(pdf)

 Econometric Theory, Vol. 37, No. 5, 926-958, 2021 (with Jihyun Kim and Joon Y. Park)

Working Paper Version: [SSRN page]

4. "Nonparametric estimation of jump diffusion models"(pdf)

Journal of Econometrics, Vol. 222, No. 1, 688-715, 2021 (with Joon Y. Park)

Working Paper Version: [SSRN page]