Xinbing Kong

Finance · 2012–2017

A researcher in the Science corpus: 5 papers; trusts 44 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Xinbing Kong trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jean Jacod
  2. Ole E. Barndorff-Nielsen
  3. Lan Zhang
  4. Bing-Yi Jing
  5. Per Aslak Mykland
  6. Yacine Aït-Sahalia
  7. A. Onatski
  8. V. Todorov
  9. Mark Podolskij
  10. N. Shephard

Who trusts Xinbing Kong overall

  1. Zhi Liu
  2. Bing-Yi Jing

Papers from Xinbing Kong's perspective

Ordered by how strongly the researchers Xinbing Kong trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Separating Microstructure Noise from Volatility
  2. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  3. ANOVA for diffusions and Itô processes
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. MODELING AND FORECASTING REALIZED VOLATILITY
  6. Testing for Jumps in a Discretely Observed Process
  7. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  8. The Pricing of Options and Corporate Liabilities
  9. A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
  10. Processes of normal inverse Gaussian type

Their papers