Skip to contents Zheng, Xinghua [Author] ; Li, Yingying [Other] On the Estimation of Integrated Covariance Matrices of High Dimensional Diffusion Processes Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Ding, Yi [Author] ; Li, Yingying [Other]; Zheng, Xinghua [Other] High Dimensional Minimum Variance Portfolio Estimation under Statistical Factor Models Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Kan, Raymond [Author] ; Wang, Xiaolu [Other]; Zheng, Xinghua [Other] In-Sample and Out-of-Sample Sharpe Ratios of Multi-Factor Asset Pricing Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Yang, Xinxin [Author] ; Zheng, Xinghua [Other]; Chen, Jiaqi [Other] Testing High-Dimensional Covariance Matrices Under the Elliptical Distribution and Beyond Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Ao, Mengmeng [Author] ; Li, Yingying [Other]; Zheng, Xinghua [Other] Approaching Mean-Variance Efficiency for Large Portfolios Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Jacod, Jean [Author] ; Li, Yingying [Other]; Zheng, Xinghua [Other] Estimating the Integrated Volatility with Tick Observations Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Jacod, Jean [Author] ; Li, Yingying [Other]; Zheng, Xinghua [Other] Statistical Properties of Microstructure Noise Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Li, Yingying [Author] ; Xie, Shangyu [Other]; Zheng, Xinghua [Other] Efficient Estimation of Integrated Volatility Incorporating Trading Information Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Ding, Yi [Author]; Zheng, Xinghua [Author] High-Dimensional Covariance Matrices Under Dynamic Volatility Models : Asymptotics and Shrinkage Estimation Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Published in: HKUST Business School Research Paper ; No. 2022-090 Xia, Ningning [Author]; Zheng, Xinghua [Author] On the Inference about the Spectral Distribution of High-Dimensional Covariance Matrix Based on High-Frequency Noisy Observations Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2017 Cai, Tony [Author] ; Hu, Jianchang [Other]; Li, Yingying [Other]; Zheng, Xinghua [Other] High-Dimensional Minimum Variance Portfolio Estimation Based on High-Frequency Data Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Li, Yingying [Author] ; Mykland, Per A. [Other]; Renault, Eric [Other]; Zhang, Lan [Other]; Zheng, Xinghua [Other] Realized Volatility When Sampling Times are Possibly Endogenous Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Ding, Yi [Author]; Engle, Robert F. [Author]; Li, Yingying [Author]; Zheng, Xinghua [Author] Factor Modeling for Volatility Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Published in: HKUST Business School Research Paper ; No. 2022-089 Ding, Yi [Author]; Li, Yingying [Author]; Liu, Guoli [Author]; Zheng, Xinghua [Author] Stock Co-Jump Networks Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Zheng, Xinghua Critical branching random walks with small drift Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2010 Published in: Stochastic Processes and their Applications, 120 (2010) 9, Seite 1821-1836 Ding, Yi; Zheng, Xinghua Sub-Gaussian High-Dimensional Covariance Matrix Estimation under Elliptical Factor Model with 2 εth Moment Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2024 Published in: SSRN Electronic Journal (2024) Ding, Yi; Zheng, Xinghua High-Dimensional Covariance Matrices Under Dynamic Volatility Models: Asymptotics and Shrinkage Estimation Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2022 Published in: SSRN Electronic Journal (2022) Neuman, Eyal; Zheng, Xinghua On the maximal displacement of near-critical branching random walks Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2021 Published in: Probability Theory and Related Fields, 180 (2021) 1-2, Seite 199-232 Hu, Xinghua; Zheng, Mintanyu Research Progress and Prospects of Vehicle Driving Behavior Prediction Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2021 Published in: World Electric Vehicle Journal, 12 (2021) 2, Seite 88 Zhang, Zheng; Liu, Xinghua A Duty Ratio Control Strategy to Reduce Both Torque and Flux Ripples of DTC for Permanent Magnet Synchronous Machines Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute of Electrical and Electronics Engineers (IEEE), 2019 Published in: IEEE Access, 7 (2019), Seite 11820-11828
Zheng, Xinghua [Author] ; Li, Yingying [Other] On the Estimation of Integrated Covariance Matrices of High Dimensional Diffusion Processes Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Ding, Yi [Author] ; Li, Yingying [Other]; Zheng, Xinghua [Other] High Dimensional Minimum Variance Portfolio Estimation under Statistical Factor Models Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Kan, Raymond [Author] ; Wang, Xiaolu [Other]; Zheng, Xinghua [Other] In-Sample and Out-of-Sample Sharpe Ratios of Multi-Factor Asset Pricing Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Yang, Xinxin [Author] ; Zheng, Xinghua [Other]; Chen, Jiaqi [Other] Testing High-Dimensional Covariance Matrices Under the Elliptical Distribution and Beyond Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Ao, Mengmeng [Author] ; Li, Yingying [Other]; Zheng, Xinghua [Other] Approaching Mean-Variance Efficiency for Large Portfolios Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Jacod, Jean [Author] ; Li, Yingying [Other]; Zheng, Xinghua [Other] Estimating the Integrated Volatility with Tick Observations Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Jacod, Jean [Author] ; Li, Yingying [Other]; Zheng, Xinghua [Other] Statistical Properties of Microstructure Noise Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Li, Yingying [Author] ; Xie, Shangyu [Other]; Zheng, Xinghua [Other] Efficient Estimation of Integrated Volatility Incorporating Trading Information Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Ding, Yi [Author]; Zheng, Xinghua [Author] High-Dimensional Covariance Matrices Under Dynamic Volatility Models : Asymptotics and Shrinkage Estimation Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Published in: HKUST Business School Research Paper ; No. 2022-090
Xia, Ningning [Author]; Zheng, Xinghua [Author] On the Inference about the Spectral Distribution of High-Dimensional Covariance Matrix Based on High-Frequency Noisy Observations Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2017
Cai, Tony [Author] ; Hu, Jianchang [Other]; Li, Yingying [Other]; Zheng, Xinghua [Other] High-Dimensional Minimum Variance Portfolio Estimation Based on High-Frequency Data Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Li, Yingying [Author] ; Mykland, Per A. [Other]; Renault, Eric [Other]; Zhang, Lan [Other]; Zheng, Xinghua [Other] Realized Volatility When Sampling Times are Possibly Endogenous Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Ding, Yi [Author]; Engle, Robert F. [Author]; Li, Yingying [Author]; Zheng, Xinghua [Author] Factor Modeling for Volatility Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Published in: HKUST Business School Research Paper ; No. 2022-089
Ding, Yi [Author]; Li, Yingying [Author]; Liu, Guoli [Author]; Zheng, Xinghua [Author] Stock Co-Jump Networks Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Zheng, Xinghua Critical branching random walks with small drift Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2010 Published in: Stochastic Processes and their Applications, 120 (2010) 9, Seite 1821-1836
Ding, Yi; Zheng, Xinghua Sub-Gaussian High-Dimensional Covariance Matrix Estimation under Elliptical Factor Model with 2 εth Moment Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2024 Published in: SSRN Electronic Journal (2024)
Ding, Yi; Zheng, Xinghua High-Dimensional Covariance Matrices Under Dynamic Volatility Models: Asymptotics and Shrinkage Estimation Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2022 Published in: SSRN Electronic Journal (2022)
Neuman, Eyal; Zheng, Xinghua On the maximal displacement of near-critical branching random walks Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2021 Published in: Probability Theory and Related Fields, 180 (2021) 1-2, Seite 199-232
Hu, Xinghua; Zheng, Mintanyu Research Progress and Prospects of Vehicle Driving Behavior Prediction Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2021 Published in: World Electric Vehicle Journal, 12 (2021) 2, Seite 88
Zhang, Zheng; Liu, Xinghua A Duty Ratio Control Strategy to Reduce Both Torque and Flux Ripples of DTC for Permanent Magnet Synchronous Machines Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute of Electrical and Electronics Engineers (IEEE), 2019 Published in: IEEE Access, 7 (2019), Seite 11820-11828
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