Xin-Bing Kong

Available identifiers

zbMath Open kong.xinbingMaRDI QIDQ384763

List of research outcomes

Publication	Date of Publication	Type
Matrix Factor Analysis: From Least Squares to Iterative Projection	2024-03-06	Paper
Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data	2023-07-04	Paper
One-way or two-way factor model for matrix sequences?	2023-06-29	Paper
Inference on common intraday periodicity at high frequencies	2022-09-30	Paper
Test on stochastic block model: local smoothing and extreme value theory	2022-09-14	Paper
Inference on volatility curve at high frequencies via functional data analysis	2022-09-14	Paper
Nonparametric regression with nearly integrated regressors under long-run dependence	2022-08-02	Paper
Projected estimation for large-dimensional matrix factor models	2022-07-01	Paper
Projected estimation for large-dimensional matrix factor models	2022-06-09	Paper
https://portal.mardi4nfdi.de/entity/Q5062780	2022-03-17	Paper
Trading-flow assisted estimation of the jump activity index	2021-05-05	Paper
Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data	2021-01-12	Paper
A random-perturbation-based rank estimator of the number of factors	2020-06-09	Paper
Factor and Idiosyncratic Empirical Processes	2019-11-12	Paper
A rank test for the number of factors with high-frequency data	2019-07-01	Paper
On the number of common factors with high-frequency data	2019-06-24	Paper
Bootstrapping volatility functionals: a local and nonparametric perspective	2019-06-24	Paper
Lack of Fit Test for Infinite Variation Jumps at High Frequencies	2019-02-28	Paper
On the systematic and idiosyncratic volatility with large panel high-frequency data	2018-06-29	Paper
Testing against constant factor loading matrix with large panel high-frequency data	2018-05-25	Paper
Estimating the integrated volatility using high-frequency data with zero durations	2018-04-18	Paper
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data	2018-03-22	Paper
SURE estimates under dependence and heteroscedasticity	2017-09-18	Paper
ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS	2017-05-16	Paper
On the jump activity index for semimartingales	2016-08-15	Paper
Evaluating the hedging error in price processes with jumps present	2015-12-10	Paper
Testing of high dimensional mean vectors via approximate factor model	2015-12-07	Paper
FDR control in multiple testing under non-normality	2015-10-21	Paper
On False Discovery and Non‐discovery Proportions of the Dynamic Adaptive Procedure	2015-05-20	Paper
Testing for pure-jump processes for high-frequency data	2015-05-11	Paper
M-estimation for Moderate Deviations From a Unit Root	2015-04-29	Paper
Testing for diffusion in a discretely observed semimartingale	2014-08-06	Paper
The asymptotics of the integrated self-weighted cross volatility estimator	2014-01-27	Paper
A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data	2013-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q4900479	2013-01-24	Paper
Is a pure jump process fitting the high frequency data better than a jump-diffusion process?	2012-12-28	Paper
Modeling high-frequency financial data by pure jump processes	2012-08-29	Paper
Confidence interval of the jump activity index based on empirical likelihood using high frequency data	2012-07-16	Paper
Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data	2011-10-28	Paper
Stochastic regression and its application to hedging in finance	2009-12-07	Paper
Life behavior of \(\delta\) -shock model	2007-08-27	Paper

Research outcomes over time

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