Xin-Bing Kong

发表

Factor and Idiosyncratic Empirical Processes

Chao Xu, Chao Ying, Xin-Bing Kong, 2018, Journal of the American Statistical Association.

Adaptive Thresholding for Large Volatility Matrix Estimation Based on High-Frequency Financial Data

Cui-Xia Li, Donggyu Kim, Yazhen Wang, 2017 .

On the Estimation of Integrated Volatility With Jumps and Microstructure Noise

Zhi Liu, Bing-Yi Jing, Xin-Bing Kong, 2014 .

Testing of high dimensional mean vectors via approximate factor model

Xin-Bing Kong, Xinbing Kong, Cheng Zhou, 2015 .

On the jump activity index for semimartingales

Zhi Liu, Bing-Yi Jing, Per A. Mykland, 2012 .

MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES

Zhi Liu, Bing-Yi Jing, Xin-Bing Kong, 2012, 1206.0827.

Bootstrapping volatility functionals: a local and nonparametric perspective

Wang Zhou, Xin-Bing Kong, Wang Zhou, 2018 .

Automatic Peak Selection by a Benjamini-Hochberg-Based Algorithm

Zhi Liu, Xin Gao, Bing-Yi Jing, 2013, PloS one.

Sure screening by ranking the canonical correlations

Yuan Yao, Zhi Liu, Wang Zhou, 2017 .

A rank test for the number of factors with high-frequency data

Zhi Liu, Wang Zhou, Xin-Bing Kong, 2019, Journal of Econometrics.

Testing for pure-jump processes for high-frequency data

Zhi Liu, Bing-Yi Jing, Xin-Bing Kong, 2015 .

Testing against constant factor loading matrix with large panel high-frequency data

Xin-Bing Kong, Cheng Liu, Xinbing Kong, 2018, Journal of Econometrics.