Xinghua Zheng

Finance · 2010–2020

A researcher in the Science corpus: 5 papers; trusts 25 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Xinghua Zheng trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Noureddine El Karoui
  3. Torben G. Andersen
  4. N. Shephard
  5. Yazhen Wang
  6. Z. Bai
  7. Lan Zhang
  8. Tim Bollerslev
  9. P. R. Hansen
  10. Per Aslak Mykland

Who trusts Xinghua Zheng overall

  1. Yacine Aït-Sahalia
  2. Debashis Paul
  3. D. Xiu
  4. Alexander Aue
  5. Minjing Tao
  6. Torben G. Andersen

Papers from Xinghua Zheng's perspective

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

  1. ANOVA for diffusions and Itô processes
  2. Realized Variance and Market Microstructure Noise
  3. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  4. Power and bipower variation with stochastic volatility and jumps
  5. Martingale Limit Theory and Its Application
  6. The Distribution of Realized Exchange Rate Volatility
  7. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  8. Intraday periodicity and volatility persistence in financial markets
  9. Separating Microstructure Noise from Volatility
  10. Disentangling the jumps of the diffusion in a geometric jumping Brownian motion

Their papers