Xin-Bing Kong

7 catalog papers. Name-matched publications do not establish a verified researcher identity.

Department of Statistics, Nanjing Audit University, Nanjing, China

Publications

• Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data — Journal of the American Statistical Association 2023
• On the systematic and idiosyncratic volatility with large panel high-frequency data — The Annals of Statistics 2018
• Bootstrapping volatility functionals: a local and nonparametric perspective — Biometrika 2018
• On the number of common factors with high-frequency data — Biometrika 2017
• Testing for pure-jump processes for high-frequency data — The Annals of Statistics 2015
• Modeling high-frequency financial data by pure jump processes — The Annals of Statistics 2012
• Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data — Journal of the American Statistical Association 2011