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Estimating volatility functionals with multiple transactions
Jing, Bingyi; Liu, Zhi; Kong, Xinbing - In: Econometric theory 33 (2017) 2, pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
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Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi; Kong, Xinbing; Liu, Zhi - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
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On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi; Liu, Zhi; Kong, Xinbing - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
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On the jump activity index for semimartingales
Jing, Bingyi; Kong, Xinbing; Liu, Zhi; Mykland, Per A. - In: Journal of econometrics 166 (2012) 2, pp. 213-223
Persistent link: https://www.econbiz.de/10009509230
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Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi; Kong, Xin-Bing; Jing, Bingyi - In: Journal of econometrics 204 (2018) 1, pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
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Is the driving force of a continuous process a Brownian motion or fractional Brownian motion?
Kong, Xinbing; Jing, Bingyi; Li, Cuixia - In: Journal of mathematical finance 3 (2013) 4, pp. 454-464
Persistent link: https://www.econbiz.de/10010240795
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A rank test for the number of factors with high-frequency data
Kong, Xin-Bing; Liu, Zhi; Zhou, Wang - In: Journal of econometrics 211 (2019) 2, pp. 439-460
Persistent link: https://www.econbiz.de/10012303820
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Jackknife empirical likelihood
Jing, Bingyi; Yuan, Junqing; Zhou, Wang - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
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On estimation of hurst parameter under noisy observations
Liu, Guangying; Jing, Bingyi - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 483-492
Persistent link: https://www.econbiz.de/10012249184
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Collaborative filtering with awareness of social networks
Yu, Xianshi; Li, Ting; Ying, Ningchen; Jing, Bingyi - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1629-1641
Persistent link: https://www.econbiz.de/10013540404