Haipeng Xing
Stony Brook University
H-index: 14
North America-United States
Top articles of Haipeng Xing
L1 Regularization for High-Dimensional Multivariate GARCH Models
Risks
2024/2/4
Hui Zou
H-Index: 34
Haipeng Xing
H-Index: 10
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Economic Modelling
2023/1/1
Xinyun Chen
H-Index: 7
Haipeng Xing
H-Index: 10
A singular stochastic control approach for optimal pairs trading with proportional transaction costs
Journal of Risk and Financial Management
2022/3/23
Haipeng Xing
H-Index: 10
High-frequency quote volatility measurement using a change-point intensity model
Mathematics
2022/2/18
Haipeng Xing
H-Index: 10
Deciphering hierarchical organization of topologically associated domains through change-point testing
BMC bioinformatics
2021/12
Haipeng Xing
H-Index: 10
Yong Chen
H-Index: 19
A Bayesian model based computational analysis of the relationship between bisulfite accessible single-stranded DNA in chromatin and somatic hypermutation of immunoglobulin genes
PLoS Computational Biology
2021/9/7
Statistical surveillance of structural breaks in credit rating dynamics
Entropy
2020/9/24
