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Xiu, Dacheng


 SSRN Author Rank: 6,004 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
4,701
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
1,173
(10,071)
2

2.  
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
18 Sep 08
Last Revised:
28 Jun 10
872
(16,012)
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
564
(29,742)
 

4.  
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
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
01 Mar 12
Last Revised:
15 Apr 15
478
(36,953)
 

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
472
(37,541)
4

6.  
Shephard, Neil
Harvard University
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
26 Apr 12
Last Revised:
21 Apr 14
221
(90,104)
 

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
199
(100,002)
 

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
155
(125,560)
 

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
148
(130,661)
 

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
(151,940)
 

11.  
Li, Jia
Duke University
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
06 Feb 15
110
(165,112)
 

12.  
Kalnina, Ilze
University of Montreal
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
26 Nov 13
Last Revised:
15 Apr 15
106
(169,563)
 

13.  
Principal Component Analysis of High Frequency Data | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 15-39
Number of Pages in PDF File: 52
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
19 Aug 15
Last Revised:
29 Aug 15
80
(218,740)
 


Records 1 - 13 of 13 matches
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