Bing-Yi Jing

Finance · 2000–2015

A researcher in the Science corpus: 13 papers; trusts 30 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Finance — 62 citations into it; #2,698 of 10,518 by trust here, #3,859 by citations
• Economics and Econometrics — 34 citations into it; #15,481 of 23,481 by trust here, #22,128 by citations
• Statistics and Probability — 21 citations into it; #4,515 of 12,932 by trust here, #4,964 by citations
• Management Science and Operations Research — 14 citations into it; #2,349 of 11,946 by trust here, #3,357 by citations

Whom Bing-Yi Jing trusts overall

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

1. Ole E. Barndorff-Nielsen
2. Jean Jacod
3. Mark Podolskij
4. Lan Zhang
5. Yacine Aït-Sahalia
6. N. Shephard
7. Mathias Vetter
8. Peter P. Carr
9. V. Todorov
10. Cecilia Mancini

Who trusts Bing-Yi Jing overall

1. Xinbing Kong
2. Victor Chernozhukov
3. Alexandre Belloni
4. Wang Zhou
5. Qi-Man Shao
6. Songxi Chen
7. Whitney K. Newey
8. Aiting Shen
9. Xuejun Wang
10. I. Van Keilegom

Papers from Bing-Yi Jing's perspective

Ordered by how strongly the researchers Bing-Yi Jing 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. MODELING AND FORECASTING REALIZED VOLATILITY
4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
5. Testing for Jumps in a Discretely Observed Process
6. Power and bipower variation with stochastic volatility and jumps
7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
8. A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
9. ANOVA for diffusions and Itô processes
10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers

• Empirical likelihood confidence regions for comparison distributions and roc curves (2003) — 80 citations
• Self-normalized Cramér-type large deviations for independent random variables (2003) — 194 citations
• Empirical Likelihood for Censored Linear Regression (2001) — 65 citations
• Empirical likelihood for partial linear models (2003) — 52 citations
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences (2005) — 128 citations
• Some results about the NBUC class of life distributions (2000) — 46 citations
• MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES (2012) — 65 citations
• Testing for pure-jump processes for high-frequency data (2015) — 54 citations
• On the Estimation of Integrated Volatility With Jumps and Microstructure Noise (2014) — 50 citations
• On the jump activity index for semimartingales (2012) — 75 citations
• Jackknife Empirical Likelihood (2009) — 251 citations
• Strong Limit Theorems for Weighted Sums of Negatively Associated Random Variables (2008) — 58 citations
• Empirical Likelihood for a Class of Functionals of Survival Distribution with Censored Data (2001) — 59 citations