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High dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation Journal article
DING YI, ZHENG, Xinghua. High dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation[J]. The Annals of Statistics, 2024, 52, 1027–1049.
Authors:  DING YI;  ZHENG, Xinghua
Adobe PDF | Favorite |  | Submit date：2024/08/23
High-dimension  Dynamic Volatility Model  Sample Covariance Matrix  Spectral Distribution  Nonlinear Shrinkage  
Sub-Gaussian High-Dimensional Covariance Matrix Estimation under Elliptical Factor Model with 2 + εth Moment Presentation
报告日期: 2024-06-01
Authors:  DING YI;  Xinghua Zheng
Favorite |  | Submit date：2024/08/25
HIGH-DIMENSIONAL COVARIANCE MATRICES UNDER DYNAMIC VOLATILITY MODELS: ASYMPTOTICS AND SHRINKAGE ESTIMATION Journal article
DING YI, Xinghua Zheng. HIGH-DIMENSIONAL COVARIANCE MATRICES UNDER DYNAMIC VOLATILITY MODELS: ASYMPTOTICS AND SHRINKAGE ESTIMATION[J]. Annals of Statistics, 2024, 52(3), 1027-1049.
Authors:  DING YI;  Xinghua Zheng
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:3.2/4.8 | Submit date：2024/06/17
Dynamic Volatility Model  High-dimension  Nonlinear Shrinkage  Sample Covariance Matrix  Spectral Distribution  
Oxygenated organic molecules produced by low-NOx photooxidation of aromatic compounds: contributions to secondary organic aerosol and steric hindrance Journal article
Cheng, Xi, Li, Yong Jie, Zheng, Yan, Liao, Keren, Koenig, Theodore K., Ge, Yanli, Zhu, Tong, Ye, Chunxiang, Qiu, Xinghua, Chen, Qi. Oxygenated organic molecules produced by low-NOx photooxidation of aromatic compounds: contributions to secondary organic aerosol and steric hindrance[J]. Atmospheric Chemistry and Physics, 2024, 24(4), 2099-2112.
Authors:  Cheng, Xi;  Li, Yong Jie;  Zheng, Yan;  Liao, Keren;  Koenig, Theodore K.; et al.
Favorite | TC[WOS]:2 TC[Scopus]:3  IF:5.2/5.7 | Submit date：2024/03/07
Stock co-jump networks Journal article
Yi Ding, Yingying Li, Guoli Liu, Xinghua Zheng. Stock co-jump networks[J]. Journal of Econometrics, 2023, 239(2), 105420.
Authors:  Yi Ding;  Yingying Li;  Guoli Liu;  Xinghua Zheng
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:9.9/6.7 | Submit date：2023/08/03
Co-jumps  Community Detection  High-frequency Data  Jumps  Network  Stock Dependence  
Secondary Production of Gaseous Nitrated Phenols in Polluted Urban Environments Journal article
Cheng, Xi, Chen, Qi, Li, Yongjie, Huang, Guancong, Liu, Ying, Lu, Sihua, Zheng, Yan, Qiu, Wanyi, Lu, Keding, Qiu, Xinghua, Bianchi, Federico, Yan, Chao, Yuan, Bin, Shao, Min, Wang, Zhe, Canagaratna, Manjula R., Zhu, Tong, Wu, Yusheng, Zeng, Limin. Secondary Production of Gaseous Nitrated Phenols in Polluted Urban Environments[J]. Environmental Science and Technology, 2021, 55(8), 4410-4419.
Authors:  Cheng, Xi;  Chen, Qi;  Li, Yongjie;  Huang, Guancong;  Liu, Ying; et al.
Favorite | TC[WOS]:28 TC[Scopus]:33  IF:10.8/11.6 | Submit date：2021/12/07
High dimensional minimum variance portfolio under statistical factor model Journal article
Ding Y(丁一), Yingying Li, Xinghua Zheng. High dimensional minimum variance portfolio under statistical factor model[J]. Journal of Econometrics, 2021, 222(1), 502-515.
Authors:  Ding Y(丁一);  Yingying Li;  Xinghua Zheng
Favorite |  | Submit date：2023/08/22