1

On the number of common factors with high-frequency data

Kong, Xin-Bing
Journal:
Biometrika
Year:
2017
Language:
english
File:
PDF, 198 KB
english, 2017
3

Modeling high-frequency financial data by pure jump processes

Jing, Bing-Yi, Kong, Xin-Bing, Liu, Zhi
Journal:
The Annals of Statistics
Year:
2012
Language:
english
File:
PDF, 326 KB
english, 2012
5

Generalized Shock Models Based on a Cluster Point Process

Jian-Ming Bai, Ze-Hui Li, Xin-Bing Kong
Journal:
IEEE Transactions on Reliability
Year:
2006
Language:
english
File:
PDF, 264 KB
english, 2006
7

M-estimation for Moderate Deviations From a Unit Root

Kong, Xin-Bing
Journal:
Communication in Statistics- Theory and Methods
Year:
2015
Language:
english
File:
PDF, 347 KB
english, 2015
8

Automatic Peak Selection by a Benjamini-Hochberg-Based Algorithm

Abbas, Ahmed, Kong, Xin-Bing, Liu, Zhi, Jing, Bing-Yi, Gao, Xin, Tramontano, Anna
Journal:
PLoS ONE
Year:
2013
Language:
english
File:
PDF, 422 KB
english, 2013
9

On the jump activity index for semimartingales

Bing-Yi Jing, Xin-Bing Kong, Zhi Liu, Per Mykland
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 443 KB
english, 2012
10

MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES

Bing-Yi Jing, Xin-Bing Kong and Zhi Liu
Journal:
The Annals of Statistics
Year:
2012
Language:
english
File:
PDF, 1.83 MB
english, 2012
12

Bootstrapping volatility functionals: a local and nonparametric perspective

Kong, Xin-Bing, Xu, Shao-Jun, Zhou, Wang
Journal:
Biometrika
Year:
2018
Language:
english
File:
PDF, 138 KB
english, 2018
14

FDR control in multiple testing under non-normality

Jing, Bing-Yi, Kong, Xin-Bing, Zhou, Wang
Journal:
Statistica Sinica
Year:
2015
Language:
english
File:
PDF, 1.84 MB
english, 2015
15

Sure screening by ranking the canonical correlations

Kong, Xin-Bing, Liu, Zhi, Yao, Yuan, Zhou, Wang
Journal:
TEST
Year:
2017
Language:
english
File:
PDF, 734 KB
english, 2017
17

Testing for diffusion in a discretely observed semimartingale

Bing-Yi Jing, Zhi Liu, Xin-Bing Kong
Journal:
Journal of the Korean Statistical Society
Year:
2010
Language:
english
File:
PDF, 455 KB
english, 2010
18

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

Kong, Xin-Bing, Liu, Cheng
Journal:
Journal of Econometrics
Year:
2018
Language:
english
File:
PDF, 1.32 MB
english, 2018
19

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

Kong, Xin-Bing, Liu, Zhi, Zhou, Wang
Journal:
Journal of Econometrics
Year:
2019
Language:
english
File:
PDF, 636 KB
english, 2019
21

Testing for pure-jump processes for high-frequency data

Kong, Xin-Bing, Liu, Zhi, Jing, Bing-Yi
Journal:
The Annals of Statistics
Year:
2015
Language:
english
File:
PDF, 755 KB
english, 2015
24

ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS

Jing, Bing-Yi, Liu, Zhi, Kong, Xin-Bing
Journal:
Econometric Theory
Year:
2017
Language:
english
File:
PDF, 625 KB
english, 2017
26

On the systematic and idiosyncratic volatility with large panel high-frequency data

Kong, Xin-Bing
Journal:
The Annals of Statistics
Year:
2018
Language:
english
File:
PDF, 726 KB
english, 2018
27

Change effect

Li, Cui-Xia, Liang, Xiao-Lin, Jing, Bing-Yi, Kong, Xin-Bing
Journal:
Biological Psychology
Year:
1984
File:
PDF, 41 KB
1984