← All authors Xinyu Song Korea Advanced Institute of Science and Technology (from arXiv:2006.12039, 2020) · ORCID · OpenAlex
12 papers in scope · 11 published · 2 on the econ.EM arXiv · 70 citations · h-index 4 (over the papers listed here)
Papers (3 of 12)
Kernel density estimation in metric spaces
published 2025 · Scandinavian Journal of Statistics
with Chenfei Gu, Mian Huang, Xueqin Wang
Kernel density estimation in metric spaces
published 2025 · Scandinavian Journal of Statistics · 4 citations
with Chenfei Gu, Mian Huang, Xueqin Wang
Factor Overnight GARCH-Itô Models
published 2023 · Journal of Financial Econometrics · 1 citations · first circulated 2022
Analysis of Paired Trading Strategies Based on Boll Bands
published 2023 · Advances in Economics Management and Political Sciences
with Yanjin Li, Xiangjun Yan
Influence of Objective Factors on House Prices
published 2023 · Advances in Economics Management and Political Sciences
with Lyuyangguang Lyu
published 2022 · Journal of Business and Economic Statistics · 8 citations · first circulated 2021
published 2022 · Journal of Multivariate Analysis · 4 citations · first circulated 2020
Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems
published 2020 · Journal of Statistical Planning and Inference · 3 citations
Volatility analysis with realized GARCH-Itô models
published 2020 · Journal of Econometrics · 49 citations · first circulated 2019
GARCH quasi-likelihood ratios for SV model and the diffusion limit
published 2020 · Statistics & Probability Letters
working paper 2019 · arXiv
Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing
published 2017 · Statistical Theory and Related Fields · 1 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).