← All authors Xinbing Kong Nanjing Audit University (from arXiv:2208.08693, 2022) · OpenAlex
45 papers in scope · 44 published · 1 on the econ.EM arXiv · 794 citations · h-index 16 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jesús Gonzalo Liang Chen Long Yu Yongxin Liu Maximilian Schröder Zhe Sun Dimitris Korobilis Yundong Tu Xiao Huang Peng Cheng Stan Uryasev Tomohiro Ando Junlong Feng Kunpeng Li Anthoulla Phella Mingli Chen Ruofan Xu Yong Song Paolo Andreini Cosimo Izzo Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 45)
Robust two-way dimension reduction by Grassmannian barycenter
published 2025 · Journal of Multivariate Analysis
with Zeyu Li, Yong He, Xinsheng Zhang
Matrix-Factor-Augmented Regression
published 2025 · Journal of Business and Economic Statistics · 1 citations
with Xiong Cai, X F Wu, Peng Zhao
Online change-point detection for matrix-valued time series with latent two-way factor structure
published 2024 · The Annals of Statistics · 11 citations · first circulated 2021
Matrix Factor Analysis: From Least Squares to Iterative Projection
published 2023 · Journal of Business and Economic Statistics · 34 citations · first circulated 2021
with Yong He, Long Yu, Xinsheng Zhang, Changwei Zhao
One-way or two-way factor model for matrix sequences?
published 2023 · Journal of Econometrics · 29 citations · first circulated 2021
working paper 2022 · arXiv · 3 citations
Inference on common intraday periodicity at high frequencies
published 2022 · Statistics & Probability Letters · 1 citations
with Fan Wu, Guanjun Wang
Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data
published 2021 · Journal of the American Statistical Association · 25 citations
with Jin-Guan Lin, Cheng Liu, Guangying Liu
Projected estimation for large-dimensional matrix factor models
published 2021 · Journal of Econometrics · 66 citations · first circulated 2020
with Long Yu, Yong He, Xinsheng Zhang
Inference on volatility curve at high frequencies via functional data analysis
published 2020 · Communication in Statistics-Theory and Methods
with Fan Wu, Guanjun Wang
Large-Dimensional Factor Analysis Without Moment Constraints
published 2020 · Journal of Business and Economic Statistics · 38 citations · first circulated 2019
with Yong He, Long Yu, Xinsheng Zhang
Trading-flow assisted estimation of the jump activity index
published 2020 · Science China Mathematics
with Guangying Liu, Shangyu Xie
A random-perturbation-based rank estimator of the number of factors
published 2019 · Biometrika · 7 citations
A rank test for the number of factors with high-frequency data
published 2019 · Journal of Econometrics · 9 citations
Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data
published 2019 · Random Matrices Theory and Application
with Jin-Guan Lin, Guangying Liu
On the systematic and idiosyncratic volatility with large panel high-frequency data
published 2018 · The Annals of Statistics · 38 citations
Factor and Idiosyncratic Empirical Processes
published 2018 · Journal of the American Statistical Association · 5 citations
with Jiangyan Wang, Jinbao Xing, Chao Xu, Chao Ying
Testing against constant factor loading matrix with large panel high-frequency data
published 2018 · Journal of Econometrics · 22 citations
with Cheng Liu
Estimating the integrated volatility using high-frequency data with zero durations
published 2018 · Journal of Econometrics · 21 citations
with Zhi Liu, Bing-Yi Jing
Bootstrapping volatility functionals: a local and nonparametric perspective
published 2018 · Biometrika · 2 citations
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
published 2017 · Journal of Econometrics · 29 citations
SURE estimates under dependence and heteroscedasticity
published 2017 · Journal of Multivariate Analysis · 3 citations
Lack of Fit Test for Infinite Variation Jumps at High Frequencies
published 2017 · Statistica Sinica · 5 citations · first circulated 2016
On the number of common factors with high-frequency data
published 2017 · Biometrika · 52 citations
Nonparametric regression with nearly integrated regressors under long-run dependence
published 2017 · Econometrics Journal · 4 citations · first circulated 2013
ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS
published 2016 · Econometric Theory · 8 citations · first circulated 2015
with Bing-Yi Jing, Zhi Liu
Testing of high dimensional mean vectors via approximate factor model
published 2015 · Journal of Statistical Planning and Inference · 9 citations
with Cheng Zhou
Testing for pure-jump processes for high-frequency data
published 2015 · The Annals of Statistics · 52 citations
with Zhi Liu, Bing-Yi Jing
On False Discovery and Non‐discovery Proportions of the Dynamic Adaptive Procedure
published 2014 · Scandinavian Journal of Statistics
with Qinfeng Xu
On the Estimation of Integrated Volatility With Jumps and Microstructure Noise
published 2014 · Journal of Business and Economic Statistics · 54 citations
with Bing-Yi Jing, Zhi Liu
FDR control in multiple testing under non-normality
published 2014 · Statistica Sinica · 2 citations
with Bing-Yi Jing, Zhou Wang
A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data
published 2013 · Test · 1 citations
M-estimation for Moderate Deviations From a Unit Root
published 2013 · Communication in Statistics-Theory and Methods · 4 citations
The asymptotics of the integrated self-weighted cross volatility estimator
published 2013 · Journal of Statistical Planning and Inference · 4 citations
with Cuixia Li, Xiaolin Liang, Bing-Yi Jing
Automatic Peak Selection by a Benjamini-Hochberg-Based Algorithm
published 2013 · PLoS ONE · 31 citations
with Ahmed Abbas, Zhi Liu, Bing-Yi Jing, Xin Gao
Is the Driving Force of a Continuous Process a Brownian Motion or Fractional Brownian Motion?
published 2013 · Journal of Mathematical Finance · 3 citations
with Bing-Yi Jing, Cuixia Li
Evaluating the hedging error in price processes with jumps present
published 2013 · Statistics and Its Interface
with Bing-Yi Jing, Zhi Liu, Bo Zhang
Is a pure jump process fitting the high frequency data better than a jump-diffusion process?
published 2012 · Journal of Statistical Planning and Inference · 3 citations
Confidence interval of the jump activity index based on empirical likelihood using high frequency data
published 2011 · Journal of Statistical Planning and Inference · 8 citations
On the jump activity index for semimartingales
published 2011 · Journal of Econometrics · 79 citations
Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data
published 2011 · Journal of the American Statistical Association · 24 citations
with Bing-Yi Jing, Zhi Liu
Testing for diffusion in a discretely observed semimartingale
published 2010 · Journal of the Korean Statistical Society
with Bing-Yi Jing, Liu Zhi
Stochastic regression and its application to hedging in finance
published 2009 · Science in China Series A Mathematics
with Bing-Yi Jing, Zhi Liu, Bo Zhang
A new risk model based on policy entrance process and its weak convergence properties
published 2007 · Applied Stochastic Models in Business and Industry · 8 citations
with Zehui Li
Life behavior of -shock model
published 2006 · Statistics & Probability Letters · 99 citations
with Zehui Li
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