The following pages link to Xin-Bing Kong (Q384763):
Displayed 42 items.
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data (Q384764) (← links)
- The asymptotics of the integrated self-weighted cross volatility estimator (Q394775) (← links)
- Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532) (← links)
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- On the jump activity index for semimartingales (Q738115) (← links)
- (Q829092) (redirect page) (← links)
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Evaluating the hedging error in price processes with jumps present (Q896579) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- (Q1042956) (redirect page) (← links)
- Stochastic regression and its application to hedging in finance (Q1042957) (← links)
- On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
- Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445) (← links)
- Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- Is a pure jump process fitting the high frequency data better than a jump-diffusion process? (Q1926545) (← links)
- A rank test for the number of factors with high-frequency data (Q2000871) (← links)
- Inference on common intraday periodicity at high frequencies (Q2081769) (← links)
- Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
- SURE estimates under dependence and heteroscedasticity (Q2404405) (← links)
- Testing for diffusion in a discretely observed semimartingale (Q2511575) (← links)
- Life behavior of \(\delta\) -shock model (Q2643734) (← links)
- Test on stochastic block model: local smoothing and extreme value theory (Q2674944) (← links)
- ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS (Q2986522) (← links)
- Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data (Q3095175) (← links)
- FDR control in multiple testing under non-normality (Q3195179) (← links)
- Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056) (← links)
- Lack of Fit Test for Infinite Variation Jumps at High Frequencies (Q4626679) (← links)
- (Q4900479) (← links)
- (Q5062780) (← links)
- Nonparametric regression with nearly integrated regressors under long-run dependence (Q5093951) (← links)
- A random-perturbation-based rank estimator of the number of factors (Q5113027) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- M-estimation for Moderate Deviations From a Unit Root (Q5249203) (← links)
- On False Discovery and Non‐discovery Proportions of the Dynamic Adaptive Procedure (Q5251493) (← links)
- On the number of common factors with high-frequency data (Q5384478) (← links)
- Bootstrapping volatility functionals: a local and nonparametric perspective (Q5384598) (← links)
- Inference on volatility curve at high frequencies via functional data analysis (Q5867750) (← links)
- One-way or two-way factor model for matrix sequences? (Q6108337) (← links)
- Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data (Q6110022) (← links)
- Matrix Factor Analysis: From Least Squares to Iterative Projection (Q6150367) (← links)