Feedback to SSRN

 
  • Selected
  • Entire List
 

Xiu, Dacheng


 SSRN Author Rank: 6,640 by Downloads
 

University of Chicago - Booth School of Business


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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Xiu, Dacheng's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,845
Total
Citations
14
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
963
(11,815)
2

2.  
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
18 Sep 08
Last Revised:
28 Jun 10
863
(13,976)
8

3.  
Hermite Polynomial Based Expansion of European Option Prices | Show Abstract | Download |
Chicago Booth Research Paper No. 11-40
Working Paper Series
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
08 Nov 10
Last Revised:
20 Dec 13
554
(26,393)
 

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
448
(34,979)
3

5.   Incl. Electronic Paper
Song, Zhaogang
Federal Reserve Board
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
01 Mar 12
Last Revised:
19 Aug 14
411
(38,968)
1

6.  
Shephard, Neil
University of Oxford - Oxford-Man Institute
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
26 Apr 12
Last Revised:
21 Apr 14
205
(85,509)
 

7.  
Increased Correlation Among Asset Classes: Are Volatility or Jumps to Blame, or Both? | Show Abstract | Download |
Chicago Booth Research Paper No. 14-11, Fama-Miller Working Paper
Working Paper Series
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
16 Apr 14
145
(117,649)
 

8.  
Resolution of Policy Uncertainty and Sudden Declines in Volatility | Show Abstract | Download |
Chicago Booth Research Paper No. 13-78, Fama-Miller Working Paper
Working Paper Series
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
102
(154,700)
 

9.  
Spot Variance Regressions | Show Abstract | Download |
Chicago Booth Research Paper No. 13-07
Working Paper Series
Li, Jia
Duke University
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
12 Feb 13
91
(168,423)
 

10.  
Kalnina, Ilze
University of Montreal
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
26 Nov 13
Last Revised:
19 Aug 14
63
(207,454)
 


Records 1 - 10 of 10 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo8 in 0.110 seconds