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Xiu, Dacheng


 SSRN Author Rank: 6,727 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
3,769
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
936
(12,250)
2

2.  
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
18 Sep 08
Last Revised:
28 Jun 10
862
(13,869)
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
553
(26,240)
 

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
445
(34,991)
3

5.  
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk | Show Abstract | Download |
Fama-Miller Working Paper, Forthcoming, Chicago Booth Research Paper No. 12-10
Working Paper Series
Song, Zhaogang
Federal Reserve Board
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
01 Mar 12
Last Revised:
10 Feb 14
393
(40,833)
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
(84,801)
 

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
133
(125,660)
 

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
95
(161,131)
 

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
89
(168,380)
 

10.  
Model-Free Leverage Effect Estimators at High Frequency | Show Abstract | Download |
Chicago Booth Research Paper No. 13-83
Working Paper Series
Kalnina, Ilze
University of Montreal
Xiu, Dacheng
University of Chicago - Booth School of Business
Posted:
26 Nov 13
58
(214,648)
 


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