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Xiu, Dacheng


 SSRN Author Rank: 6,303 by Downloads
 

University of Chicago - Booth School of Business


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

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. Xiu, Dacheng's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,407
Total
Citations
15
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
1,139
(10,223)
2

2.  
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
18 Sep 08
Last Revised:
28 Jun 10
870
(15,476)
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
563
(28,881)
 

4.  
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
465
(37,140)
4

5.  
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper, Forthcoming, Chicago Booth Research Paper No. 12-10
Number of Pages in PDF File: 48
Song, Zhaogang
Board of Governors of the Federal Reserve System (FRB)
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
01 Mar 12
Last Revised:
15 Apr 15
440
(39,809)
1

6.  
Shephard, Neil
Harvard University
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
26 Apr 12
Last Revised:
21 Apr 14
215
(90,072)
 

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
193
(100,154)
 

8.  
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
134
(138,211)
 

9.  
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
121
(149,781)
 

10.  
Kalnina, Ilze
University of Montreal
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
26 Nov 13
Last Revised:
15 Apr 15
99
(173,280)
 

11.  
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
93
(180,844)
 

12.  
Li, Jia
Duke University
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
06 Feb 15
75
(206,459)
 


Records 1 - 12 of 12 matches
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