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Dacheng Xiu

SSRN Author Rank: 5,565 by Downloads and 21,747 by Citations

 

University of Chicago - Booth School of Business


 5807 S. Woodlawn Avenue
 Chicago, IL 60637
 United States
 email address

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. Dacheng Xiu's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,699
Total
Citations
13
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fan, Jianqing
Princeton University - Bendheim Center for Finance
Qi, Lei
Princeton University - Bendheim Center for Finance
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
24 Jan 10
Last Revised:
06 Aug 12
1,184
(10,331)
1

2.  
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
18 Sep 08
Last Revised:
28 Jun 10
872
(18,223)
8

3.  
Hermite Polynomial Based Expansion of European Option Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 11-40
Number of Pages in PDF File: 49
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
08 Nov 10
Last Revised:
20 Dec 13
566
(33,094)
 

4.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
19 Aug 15
Last Revised:
11 Oct 15
512
(39,032)
 

5.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Fan, Jianqing
Princeton University - Bendheim Center for Finance
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
28 Jun 10
474
(41,451)
4

6.  
Shephard, Neil
Harvard University
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
26 Apr 12
Last Revised:
12 Mar 16
222
(90,657)
 

7.  
Increased Correlation Among Asset Classes: Are Volatility or Jumps to Blame, or Both? | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 14-11, Fama-Miller Working Paper
Number of Pages in PDF File: 39
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
16 Apr 14
203
(93,400)
 

8.  
Fan, Jianqing
Princeton University - Bendheim Center for Finance
Furger, Alex
Princeton University
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
13 Jan 15
Last Revised:
22 Apr 15
165
(81,401)
 

9.  
Resolution of Policy Uncertainty and Sudden Declines in Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 13-78, Fama-Miller Working Paper
Number of Pages in PDF File: 53
Amengual, Dante
Centre for Monetary and Financial Studies (CEMFI)
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
02 Nov 13
Last Revised:
06 Aug 14
150
(129,801)
 

10.  
Spot Variance Regressions | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 13-07
Number of Pages in PDF File: 35
Li, Jia
Duke University
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
12 Feb 13
123
(154,897)
 

11.  
Li, Jia
Duke University
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
06 Feb 15
122
(69,229)
 

12.  
Kalnina, Ilze
University of Montreal
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
26 Nov 13
Last Revised:
24 Nov 15
106
(158,528)
 

13.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
07 Mar 16
Last Revised:
12 Apr 16
0
(142,135)
 

14.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
07 Oct 15
Last Revised:
05 Apr 16
0
(85,833)
 


Records 1 - 14 of 14 matches
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